CHRUŚCIŃSKI, T. The Study of Interdependence Between Capital and Currency Markets Using Multivariate GARCH Models. Dynamic Econometric Models, [S. l.], v. 9, p. 111–118, 2009. DOI: 10.12775/DEM.2009.011. Disponível em: https://apcz.umk.pl/DEM/article/view/DEM.2009.011. Acesso em: 19 jul. 2024.