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Filtragem e Previsão com Modelos de Voltalidade: Voltalidade Estocastica versus GARCH
Herencia, Maurício Zevallos, (1998)
The effect of overlapping aggregation on time series models : an application to the unemployment rate in Brazil
Hotta, Luiz K., (1992)
On the Robustness of the Principal Volatility Components
Trucíos, Carlos, (2018)