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Small Sample Properties of GARCH Estimates and Persistence Author info | Abstract | Publisher info | Download info | Related research | Statistics Hwang. S.
Pedro L. Valls Pereira
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Other versions: Nelson, Daniel B & Foster, Dean P, 1994.
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Bollerslev, Tim, 1986.
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"Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts ,"
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Harvey, Andrew & Ruiz, Esther & Shephard, Neil, 1994.
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references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz, 2006.
"Stock market volatiltity around national elections ,"
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302, University Library of Munich, Germany, revised Nov 2006.
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