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Keywords: GARCH-M
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Journal Articles
Asia-Pacific Journal of Business Administration (2022) 14 (4): 467–478.
Published: 02 December 2021
... in the trader movement. Design/methodology/approach The paper used the methodology of generalized autoregressive conditional heteroskedasticity-in mean GARCH-M and exponential GARCH-M (E-GARCH-M) methods on the Indian stock market. The data have been covered from 2000 to 2019. Findings Finally...
