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Empirical performance of Black-Scholes and GARCH option pricing models during turbulent times : the Indian evidence
Bhat, Aparna
;
Arekar, Kirti
- In:
International journal of economics and finance
8
(
2016
)
3
,
pp. 123-136
Persistent link: https://www.econbiz.de/10011447894
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Wake me up before you GO-GARCH
Boswijk, Herman Peter
;
Weide, Roy van der
-
2006
, as proposed by van der Weide (2002). The approach only requires (
non-linear
)
least-squares
methods in combination with …
Persistent link: https://www.econbiz.de/10011349722
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