ÖZDEMIR, L.; OZEN, E.; GRIMA, S. .; ROMĀNOVA, I. . Determining the Return Volatility of Major Stock Markets Before and During the COVID-19 Pandemic by Applying the EGARCH Model. Scientific Annals of Economics and Business, Iasi, Romania, v. 68, n. 4, p. 405–419, 2021. DOI: 10.47743/saeb-2021-0022. Disponível em: https://saeb.feaa.uaic.ro/index.php/saeb/article/view/1264. Acesso em: 25 jun. 2024.