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agents models, microsimulation in econometrics, large-scale system analysis, and dynamical systems theory. It shows the …
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, microsimulation in econometrics, large-scale system analysis, and dynamical systems theory. It shows the potential of a comprehensive …
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This paper estimates and evaluates the forecasting performance of four alternative ARCH- type Models for predicting stock price index volatility using daily Egyptian data. The competing Models include GARCH, EGARCH, GJR and APAPCH used with four different distributions, Gaussian normal,...
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