Volatility Modeling and Asset Pricing: Extension of GARCH Model with Macro Economic Variables, Value-at- Risk and Semi-Variance for KSE. Pakistan Journal of Commerce and Social Sciences (ISSN 1997-8553), [S. l.], v. 10, n. 3, p. 569–587, 2016. Disponível em: https://jes.ac.pk/index.php/jes/article/view/356. Acesso em: 12 sep. 2025.