OLBRYŚ, Joanna. ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market. Dynamic Econometric Models, [S. l.], v. 11, p. 185–202, 2011. DOI: 10.12775/DEM.2011.013. Disponível em: https://apcz.umk.pl/DEM/article/view/DEM.2011.013. Acesso em: 22 dec. 2025.