MOUTARI, N. D.; HASSANE, A. M.; DIAKARYA, B.; BISSO, S. The ARMA-APARCH-EVT Models Based on HAC in Dependence Modeling and Risk Assessment of a Financial Portfolio. European Journal of Pure and Applied Mathematics, [S. l.], v. 14, n. 4, p. 1467–1489, 2021. DOI: 10.29020/nybg.ejpam.v14i4.4114. Disponível em: https://www.ejpam.com/index.php/ejpam/article/view/4114. Acesso em: 28 jan. 2023.