SINGH, Vipul Kumar; AHMAD, Naseem. Modeling S & P CNX Nifty Index Volatility with GARCH Class Volatility Models: Empirical Evidence from India. Indian Journal of Finance, [S. l.], v. 5, n. 2, p. 34–47, 2011. Disponível em: https://amcpl6journalsfinal.srels.org/index.php/IJF/article/view/72531. Acesso em: 19 jan. 2026.