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An alternative volatility forecasting by backtesting optimization process with GARCH model
Huang, Alex
;
Li, Fangjhy
;
Hu, Wen-cheng
;
Chen, Chih-Chun
- In:
International journal of economics
5
(
2011
)
2
,
pp. 235-242
Persistent link: https://www.econbiz.de/10009502594
Saved in:
2
An alternative volatility forecasting by backtesting optimization process with GARCH model
Huang, Alex Yihou
;
Li, Fangjhy
;
Hu, Wen-cheng
;
Chen, …
- In:
International journal of economics
5
(
2011
)
2
,
pp. 235-242
Persistent link: https://www.econbiz.de/10009925381
Saved in:
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