Modelling time-varying volatility using GARCH models
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In our study, we used data from the NSE-NIFTY 50 (National Stock Exchange) indices. We collected data from two websites for the long run; covering most of the recession from January 1, 2008, to December 2, 2021. The different websites used to collect the data of Indices are www.nse.com and www.yahoofinance.com.
创建时间：
2022-08-27
