Chaudhary, Rashmi; Bakhshi, Priti; Gupta, Hemendra - In: Journal of Risk and Financial Management 13 (2020) 9, pp. 1-17
countries based on GDP using a widely applied econometric model-generalized autoregressive conditional heteroscedasticity (GARCH … variance regressor in GARCH modeling, is found to be positive and significant for all market indices. Furthermore, the results …