KASHIF HAMID; ARSHAD HASAN. 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, [S. l.], v. 10, n. 3, p. 569–587, 2016. Disponível em: https://jes.ac.pk/index.php/jes/article/view/356. Acesso em: 7 nov. 2026.