stock, exponential generalised autoregressive conditional heteroscedasticity model was estimated using Fama-French-Carhart 4 … findings of the study show that Fama-French-Carhart four risk factors of market, size effect, value and momentum were …

stock, exponential generalised autoregressive conditional heteroscedasticity model was estimated using Fama–French–Carhart 4 … findings of the study show that Fama-French-Carhart four risk factors of market, size effect, value and momentum were …