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Journal of Economics and Finance 2017 / 1

Improving (E)GARCH forecasts with robust realized range measures: Evidence from international markets

Mendes, Beatriz Vaz de Melo, Accioly, Victor Bello
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Language:
english
Journal:
Journal of Economics and Finance
DOI:
10.1007/s12197-017-9386-x
Date:
January, 2017
File:
PDF, 598 KB
english, 2017
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