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Áp dụng mô hình GARCH dự báo ảnh hưởng của đại dịch COVID-19 đến Thị trường chứng khoán Việt Nam

Author

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  • Tuấn, Lê Văn
  • Quang, Phùng Duy

Abstract

Bài viết sử dụng mô hình GARCH để mô hình hóa và thực hiện dự báo cho chỉ số VNIndex.

Suggested Citation

  • Tuấn, Lê Văn & Quang, Phùng Duy, 2020. "Áp dụng mô hình GARCH dự báo ảnh hưởng của đại dịch COVID-19 đến Thị trường chứng khoán Việt Nam," OSF Preprints ya4zv, Center for Open Science.
  • Handle: RePEc:osf:osfxxx:ya4zv
    DOI: 10.31219/osf.io/ya4zv
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