The random coefficient autoregressive model with seasonal volatility innovations (RCA-SGARCH). Periodicals of Engineering and Natural Sciences, [S. l.], v. 10, n. 4, p. 140–149, 2022. DOI: 10.21533/pen.v10.i4.689. Disponível em: https://pen.ius.edu.ba/index.php/pen/article/view/689. Acesso em: 31 may. 2026.