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Evaluating and improving GARCH-based volatility forecasts with range-based estimators

✍ Scribed by Hung, Jui-Cheng; Lou, Tien-Wei; Wang, Yi-Hsien; Lee, Jun-De

Book ID
125837216
Publisher
Taylor and Francis Group
Year
2013
Tongue
English
Weight
147 KB
Volume
45
Category
Article
ISSN
0003-6846

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