BUCIO-PACHECO, C.; SOSA-CASTRO, M.; REYES-ZARATE, F. Dynamic volatility of bank stock returns in Mexico: DCC-GARCH vs Copula-GARCH approaches. EconoQuantum, [S. l.], v. 20, n. 2, p. 69–93, 2023. DOI: 10.18381/eq.v20i2.7289. Disponível em: https://econoquantum.cucea.udg.mx/index.php/EQ/article/view/7289. Acesso em: 2 apr. 2025.