GÓRKA, J. The Formula of Unconditional Kurtosis of Sign-Switching GARCH(p,q,1) Processes. Dynamic Econometric Models, [S. l.], v. 12, p. 105–110, 2012. DOI: 10.12775/DEM.2012.007. Disponível em: https://apcz.umk.pl/DEM/article/view/DEM.2012.007. Acesso em: 19 jul. 2024.