Efficacy of GARCH-EVT Model in Intraday Risk Management: Evidence from Severely Pandemic-affected Countries
Published online on June 23, 2022
Abstract
Global Business Review, Ahead of Print.
Countries around the world have experienced severe-to-moderate economic restrictions during the first two waves of COVID-19 pandemic. The present article captures the time frame of this unprecedented turmoil to test the efficacy of the conditional extreme ...
Countries around the world have experienced severe-to-moderate economic restrictions during the first two waves of COVID-19 pandemic. The present article captures the time frame of this unprecedented turmoil to test the efficacy of the conditional extreme ...