BRODA, Simon A.; PAOLELLA, Marc S. ARCHModels.jl: Estimating ARCH Models in Julia. Journal of Statistical Software, [S. l.], v. 107, n. 5, p. 1–25, 2023. DOI: 10.18637/jss.v107.i05. Disponível em: https://www.jstatsoft.org/index.php/jss/article/view/v107i05. Acesso em: 18 apr. 2025.