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COVID-19 Pandemic and Indices Volatility: Evidence from GARCH Models
Rajesh Mamilla
, Chinnadurai Kathiravan
, Aidin Salamzadeh
, Léo Paul Dana
, Mohamed Elheddad
Teesside University International Business School
Teesside University
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peer-review
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Keyphrases
Volatility
100%
COVID-19 Pandemic
100%
Generalized Autoregressive Conditional Heteroskedasticity Model
100%
COVID-19
40%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
40%
Volatility Forecasting
40%
National Stock Exchange
40%
Stock Exchange Index
40%
Information Technology
20%
Forecasting Model
20%
Forecasting Techniques
20%
Return Volatility
20%
Index Returns
20%
Futures Volatility
20%
Post-COVID-19 Era
20%
Metal Technology
20%
Investor Risk
20%
Dynamic Index
20%
Volatility Estimates
20%
Bank Technology
20%
Medicine and Dentistry
COVID-19
100%