[1]
T. . Trimono, A. T. . Damaliana, and I. A. . Putri, “Modelling of Return of S&P 500 Using the Non Linear Generalized Autoregressive Conditional Heteroscedasticity (NGARCH) Model”, Nusantara Sci. Tech. Proc., vol. 2024, no. 41, pp. 45–51, May 2024, doi: 10.11594/nstp.2024.4110.