KRĘŻOŁEK, D. Selected GARCH‑type Models in the Metals Market – Backtesting of Value‑at‑Risk. Acta Universitatis Lodziensis. Folia Oeconomica, [S. l.], v. 5, n. 331, p. 185–203, 2018. DOI: 10.18778/0208-6018.331.12. Disponível em: https://czasopisma.uni.lodz.pl/foe/article/view/987. Acesso em: 25 apr. 2024.