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Forecasting S&P-100 stock index volatility: The role of volatility asymmetry and distributional assumption in GARCH models

✍ Scribed by Hung-Chun Liu; Jui-Cheng Hung


Book ID
108130390
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
220 KB
Volume
37
Category
Article
ISSN
0957-4174

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