Forecasting stock index volatility with GARCH models: international evidence

Author: Sharma Prateek   Sharma Prateek  

Publisher: Emerald Group Publishing Ltd

E-ISSN: 1755-6791|32|4|445-463

ISSN: 1086-7376

Source: Studies in Economics and Finance, Vol.32, Iss.4, 2015-10, pp. : 445-463

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Abstract