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Improving GARCH volatility forecasts with regime-switching GARCH

✍ Scribed by Franc Klaassen

Book ID: 105856063
Publisher: Springer-Verlag
Year: 2002
Tongue: English
Weight: 533 KB
Volume: 27
Category: Article
ISSN: 0377-7332
DOI: 10.1007/s001810100100

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