Vieito, João Paulo; Espinosa Méndez, Christian; Wong, … - In: International Journal of Emerging Markets 19 (2023) 11, pp. 3801-3827
. The empirical results show that most of the ARCH and GARCH effects are statistically significant, implying that the past … both ARCH and GARCH effects in the herding behavioral models along the Hwang and Salmon (2004) approach. …
