FÜLLE, Markus J.; LANGE, Alexander; HAFNER, Christian M.; HERWARTZ, Helmut. BEKKs: An R Package for Estimation of Conditional Volatility of Multivariate Time Series. Journal of Statistical Software, [S. l.], v. 111, n. 4, p. 1–34, 2024. DOI: 10.18637/jss.v111.i04. Disponível em: https://www.jstatsoft.org/index.php/jss/article/view/v111i04. Acesso em: 31 mar. 2025.