OSHO, G. S.; OLOYEDE, B. A Generalized Autoregressive Conditional Heteroscedasticity GARCH for Forecasting and Modeling Crude Oil Price Volatility. Journal of Applied Business and Economics, [S. l.], v. 26, n. 6, 2024. Disponível em: https://articlearchives.co/index.php/JABE/article/view/7171. Acesso em: 21 nov. 2025.