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Improving (E)GARCH forecasts with robust realized range measures : evidence from international markets
Mendes, Beatriz Vaz de Melo
;
Accioly, Victor Bello
- In:
Journal of economics and finance
41
(
2017
)
4
,
pp. 631-658
Persistent link: https://www.econbiz.de/10011802188
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