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~isPartOf:"The European Journal of Finance"
~source:"repec"
~subject:"Combined Forecasting"
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Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger
;
Mittnik, Stefan
- In:
The European Journal of Finance
8
(
2002
)
3
,
pp. 302-321
, such as
GARCH
models, are investigated to determine if they are more appropriate for predicting future return volatility …
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