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Evaluating the Forecasting Performance of GARCH Models. Evidence from Romania

โœ Scribed by Gabriel, Anton Sorin


Book ID
119361181
Publisher
Elsevier
Year
2012
Tongue
English
Weight
316 KB
Volume
62
Category
Article
ISSN
1877-0428

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## Abstract Volatility plays a key role in asset and portfolio management and derivatives pricing. As such, accurate measures and good forecasts of volatility are crucial for the implementation and evaluation of asset and derivative pricing models in addition to trading and hedging strategies. Howe