Evaluating the Forecasting Performance of GARCH Models....

Procedia - Social and Behavioral Sciences 2012 / 10 Vol. 62

Evaluating the Forecasting Performance of GARCH Models. Evidence from Romania

Gabriel, Anton Sorin
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Volume:
62
Language:
english
Journal:
Procedia - Social and Behavioral Sciences
DOI:
10.1016/j.sbspro.2012.09.171
Date:
October, 2012
File:
PDF, 316 KB
english, 2012
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