Asymmetric Volatility and Market Efficiency: Evidence from Asian Pacific Stock Exchanges Using GARCH Family Models. ACADEMIA International Journal for Social Sciences, [S. l.], v. 4, n. 2, p. 273–296, 2025. DOI: 10.63056/ACAD.004.02.0175. Disponível em: https://academia.edu.pk/index.php/Journals/article/view/175. Acesso em: 16 jun. 2025.