Identifying Financial Bubbles Using Finite-time Singularity GARCH Model: A Case Study of Tehran Stock Exchange. Mediterranean Journal of Social Sciences, [S. l.], v. 7, n. 4 S2, p. 109, 2016. Disponível em: https://www.richtmann.org/journal/index.php/mjss/article/view/9511.. Acesso em: 30 jun. 2024.