Trimono T, Damaliana AT, Putri IA. Modelling of Return of S&P 500 Using the Non Linear Generalized Autoregressive Conditional Heteroscedasticity (NGARCH) Model. Nusantara Sci. Tech. Proc. [Internet]. 2024 May 14 [cited 2025 Aug. 1];2024(41):45-51. Available from: https://nstproceeding.com/index.php/nuscientech/article/view/1155