HUDA, N.; BARATA, A. Detecting The Expected Rate of Return Volatility of Financing Instruments of Indonesian Islamic Banking through GARCH Modeling (Generalized Autoregressive Conditional Heteroscedasticity). Tazkia Islamic Finance and Business Review, [S. l.], v. 9, n. 1, 2015. DOI: 10.30993/tifbr.v9i1.78. Disponível em: https://tifbr-tazkia.org/index.php/TIFBR/article/view/78. Acesso em: 22 dec. 2024.