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Modeling S&P500 returns with GARCH models

Rodrigo Alfaro, Alejandra Inzunza
Year of publication:
[2022]
Authors: Alfaro, Rodrigo ; Inzunza, Alejandra
Publisher: Santiago, Chile : Banco Central de Chile
Subject: Kapitalmarktrendite | Capital market returns | S&P 500 | ARCH-Modell | ARCH model | Schätzung | Estimation
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