Work

Investigating Volatility Dynamics of Stock Market Indices via GARCH Models

Year: 2025

Type: article

Source: Global Business Review

DOI: 10.1177/09721509251379956

Authors: Vatis Christian Kemezang, Zacharie Nkengwou Deutou, Prince Hikouatcha, Ivette Gnitedem Keubeng

Institutions: University of Douala, Université de Dschang

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4417018008

FWCI: 0.939

Cites: 43

Cited by: 1

Related to: