Jebari, Ouael El; Hakmaoui, Abdelati - In: Revista de Métodos Cuantitativos para la Economía y … 26 (2018), pp. 237-249
Nowadays, modeling and forecasting the volatility of stock markets have become central to the practice of risk management; they have become one of the major topics in financial econometrics and they are principally and continuously used in the pricing of financial assets and the Value at Risk,...
