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Forecasting Stock Market Volatility with Regime-Switching GARCH Models

โœ Scribed by Marcucci, Juri

Book ID
121423341
Publisher
The Berkeley Electronic Press,Walter de Gruyter GmbH & Co. KG
Year
2005
Tongue
English
Weight
616 KB
Volume
9
Category
Article
ISSN
1081-1826

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