[1]
Özdemir, L., OZEN, E., Grima, S. and Romānova, I. 2021. Determining the Return Volatility of Major Stock Markets Before and During the COVID-19 Pandemic by Applying the EGARCH Model. Scientific Annals of Economics and Business. 68, 4 (Oct. 2021), 405–419. DOI:https://doi.org/10.47743/saeb-2021-0022.