Keywords: Volatility modeling
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Journal Articles
Journal of Indian Business Research (2025) 17 (2): 87–110.
Published: 21 May 2025
... found that the asymmetric effect is significant, and due to both the global financial crisis and the COVID-19 pandemic, volatility has increased significantly. The inclusion of the asymmetric effect of volatility, global financial crisis and COVID-19 into volatility modeling reveals that the effect...

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