BISWAS, Abhijit; DAS, Arindam; MITRA, Anupam. Modelling Nifty Volatility: Application of Hybrid GARCH Models. The Management Accountant Journal, [S. l.], v. 58, n. 9, p. 76–81, 2024. DOI: 10.33516/maj.v58i9.76-81p. Disponível em: https://icmai-rnj.in/index.php/maj/article/view/173294. Acesso em: 25 nov. 2024.