GARCH Models under Power Transformed Returns: Empirical Evidence from International Stock Indices. Austrian Journal of Statistics, [S. l.], v. 50, n. 4, p. 1–18, 2021. DOI: 10.17713/ajs.v50i4.1075. Disponível em: https://ajs.or.at/index.php/ajs/article/view/1075. Acesso em: 31 oct. 2025.