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Forecasting Financial Assets Volatility Using Integrated GARCH-Type Models: International Evidence
by Samir Mabrouk
Journal of Finance and Economics. 2016, 4(2), 54-62. DOI: 10.12691/jfe-4-2-3
Pub. Date: April 21, 2016Views: 23052Downloads: 20454
forecasting volatility skewed Student distribution Long-range memory
Abstract Full Text PDF (463 KB) Full Text HTML Full Text ePUB (350 KB)
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