2016-04-20
Does any model beat the GARCH (1.1)?
Publication
Publication
A Forecast comparison of volatility models through option prices
Additional Metadata | |
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Lemmen, J, | |
hdl.handle.net/2105/33668 | |
Business Economics | |
Organisation | Erasmus School of Economics |
Mathoera, M. (2016, April 20). Does any model beat the GARCH (1.1)?. Business Economics. Retrieved from http://hdl.handle.net/2105/33668
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