FRAZ, T. R. Forecasting the Stock Market Returns Using nonlinear hybrid GARCH-SETAR model: An Empirical Study of the Pakistani Stock Markets. JISR management and social sciences & economics, [S. l.], v. 22, n. 1, p. 31–50, 2024. DOI: 10.31384/jisrmsse/2024.22.1.2. Disponível em: https://jisrmsse.szabist.edu.pk/index.php/szabist/article/view/617. Acesso em: 16 oct. 2024.