HARRISON, B.; PATON, D. Do fat tails matter in GARCH estimation: testing market efficiency in two transition economies. Economic Issues, [S. l.], v. 12, n. 2, p. 15–26, 2007. Disponível em: http://www.economicissues.org.uk/index.php/EI_OJS/article/view/139. Acesso em: 24 aug. 2026.