Application of GARCH Models for Volatility Modeling of Stock Market Returns: Evidence from Indian Stock Exchange.
| Autor: | Mathur, Neeti1 neetim01@gmail.com, Mathur, Himanshu2 mathur_himanshu@rediffmail.com, Tiwari, Satish Chandra3 Satish2bhu@gmail.com |
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| Zdroj: | IUP Journal of Accounting Research & Audit Practices. Apr2021, Vol. 20 Issue 2, p45-57. 13p. |
| Databáze: | Business Source Ultimate |
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