Forecasting Volatilities and Correlations with EGARCH...

Forecasting Volatilities and Correlations with EGARCH Models

Cumby, Robert, Figlewski, Stephen, Hasbrouck, Joel
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Volume:
1
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.1993.407877
Date:
January, 1993
File:
PDF, 962 KB
english, 1993
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