TRIMONO, Trimono; DAMALIANA, Aviolla Terza; PUTRI, Irma Amanda. Modelling of Return of S&P 500 Using the Non Linear Generalized Autoregressive Conditional Heteroscedasticity (NGARCH) Model. Nusantara Science and Technology Proceedings, Malang, Indonesia, v. 2024, n. 41, p. 45–51, 2024. DOI: 10.11594/nstp.2024.4110. Disponível em: https://nstproceeding.com/index.php/nuscientech/article/view/1155. Acesso em: 1 aug. 2025.