Discussion on: Evaluating the Efficacy of GARCH Models in Forecasting Volatility Dynamics Across Major Global Financial Indices: A Decade-long Analysis

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Article Title

Evaluating the Efficacy of GARCH Models in Forecasting Volatility Dynamics Across Major Global Financial Indices: A Decade-long Analysis

Authored by

Nagendra Marisetty
REVA Business School (RBS), REVA University, Bangalore, Karnataka, India.

DOI or Article Link

https://doi.org/10.9734/jemt/2024/v30i91238

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