Forecasting accuracy of stochastic volatility, GARCH and EWMA models under different volatility scenarios
| Year of publication: |
2010
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|---|---|
| Authors: | Ding, Jie ; Meade, Nigel |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 20.2010, 10, p. 771-784
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