KUMAR, Ashish; KHANNA, Swati. GARCH - BEKK Approach to Volatility Behavior and Spillover : Evidence from India, China, Hong Kong, and Japan. Indian Journal of Finance, [S. l.], v. 12, n. 4, p. 7–19, 2018. DOI: 10.17010/ijf/2018/v12i4/122791. Disponível em: https://www.indianjournalofcapitalmarkets.com/index.php/IJF/article/view/122791. Acesso em: 6 aug. 2025.