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Volatility Prediction: A Comparison of the Stochastic Volatility, GARCH (1,1) and EGARCH (1,1) Models.

Harry M. Kat, Ronald C. Heynen
SSRN Electronic Journal

Data up to Jan 2025

Published2001
Citations39
References0
Fields
EconomicsEconometricsFinancial economicsMonetary economics

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