On measuring volatility and the GARCH forecasting performance
- 31 July 2002
- journal article
- Published by Elsevier in Journal of International Financial Markets, Institutions and Money
- Vol. 12 (3) , 183-200
- https://doi.org/10.1016/s1042-4431(02)00002-1
Abstract
No abstract availableThis publication has 19 references indexed in Scilit:
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