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Jeevan Pokhrel

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Open access Aug 2026

Volatility Dynamics and Forecasting of the Nepal Stock Exchange Index: A Comparative Analysis of GARCH and EGARCH Models

Volatility is a fundamental characteristic of financial markets and plays a crucial role in investment decision-making, portfolio management, and financial risk assessment. Understanding the behaviour of stock market volatility is particularly important for frontier markets such as the Nepal Stock Exchange (NEPSE), whe...

Nischal Shrestha, Jeevan Pokhrel · 0 citations

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