ZHOU, Yongxin. High-Dimensional Granger Causality with GARCH-Filtered Returns: Risk Spillovers Modeling. Science and Technology of Engineering, Chemistry and Environmental Protection, [S. l.], v. 4, n. 1, p. 14742, 2026. DOI: 10.61173/9y4rd803. Disponível em: https://stecep.deanfrancis.press/article/view/301. Acesso em: 4 nov. 2026.