Jambotkar, M.; Velip, S.P.; AnjanaRaju, G.
(Journal of Advanced Research in Dynamical and Control Systems (JARDCS). 12(7); 2020; 2431-2441.)
The study attempts is to provide an insight on volatility traverse and hedging effectiveness of four currency pairs traded at the Indian National Stock Exchange through an application of the asymmetric GARCHBEKK framework ...