Fonte: RAUSP Management Journal. Unidade: FEA
Assuntos: MERCADO FINANCEIRO, DINHEIRO ELETRÔNICO
ABNT
SILVA, Lukas e MACIEL, Leandro dos Santos. Cryptocurrency price returns volatility modeling and forecasting with GARCH models Open Access. RAUSP Management Journal, v. 60, n. 1, p. 220–234, 2025Tradução . . Disponível em: https://www.emerald.com/rausp/article-pdf/60/1/220/10141913/rausp-04-2023-0056en.pdf. Acesso em: 24 nov. 2025.APA
Silva, L., & Maciel, L. dos S. (2025). Cryptocurrency price returns volatility modeling and forecasting with GARCH models Open Access. RAUSP Management Journal, 60( 1), 220–234. doi:10.1108/RAUSP-04-2023-0056NLM
Silva L, Maciel L dos S. Cryptocurrency price returns volatility modeling and forecasting with GARCH models Open Access [Internet]. RAUSP Management Journal. 2025 ; 60( 1): 220–234.[citado 2025 nov. 24 ] Available from: https://www.emerald.com/rausp/article-pdf/60/1/220/10141913/rausp-04-2023-0056en.pdfVancouver
Silva L, Maciel L dos S. Cryptocurrency price returns volatility modeling and forecasting with GARCH models Open Access [Internet]. RAUSP Management Journal. 2025 ; 60( 1): 220–234.[citado 2025 nov. 24 ] Available from: https://www.emerald.com/rausp/article-pdf/60/1/220/10141913/rausp-04-2023-0056en.pdf
