VEREŠKAITĖ, Diana; MARKEVIČIŪTĖ, Jurgita; BUTEIKIS, Andrius. News-Augmented GARCH model: Theoretical properties and simulation-based hyperparameter analysis. Nonlinear Analysis: Modelling and Control, [S. l.], v. 31, n. 4, p. 831–854, 2026. DOI: 10.15388/namc.2026.31.47080. Disponível em: https://www.journals.vu.lt/nonlinear-analysis/article/view/47080. Acesso em: 10 jul. 2026.