Benchmarks and the accuracy of GARCH model estimation
| Year of publication: |
2001
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|---|---|
| Authors: | Brooks, Chris ; Burke, Simon P. ; Persand, Gita |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 17.2001, 1, p. 45-56
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