1.
Inder S, Pasricha JS. GARCH (1,1) as the Stochastic Underlying Process for Stock Market Returns : Empirical Evidence from Asian Markets. ijrcm [Internet]. 2014 Dec. 1 [cited 2025 Oct. 6];1(1):27-38. Available from: https://www.indianjournalofentrepreneurship.com/index.php/ijrcm/article/view/102687