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, p. 1–24, 2026. DOI: 10.15388/namc.2026.31.47080. Disponível em: https://www.zurnalai.vu.lt/nonlinear-analysis/article/view/47080. Acesso em: 7 jun. 2026.