@article{almeida_hotta_2014,  title={THE LEVERAGE EFFECT AND THE ASYMMETRY OF THE ERROR DISTRIBUTION IN GARCH-BASED MODELS: THE CASE OF BRAZILIAN MARKET RELATED SERIES},  volume={34},  ISSN={0101-7438},  url={https://doi.org/10.1590/0101-7438.2014.034.02.0237},  DOI={10.1590/0101-7438.2014.034.02.0237},  number={2},  journal={Pesquisa Operacional},  publisher={Sociedade Brasileira de Pesquisa Operacional},  author={Almeida, Daniel de and Hotta, Luiz K.},  year={2014},  month={May},  pages={237–250} }