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Publikováno v:
Symmetry, Vol 15, Iss 4, p 908 (2023)
The GARCH model is one of the most influential models for characterizing and predicting fluctuations in economic and financial studies. However, most traditional GARCH models commonly use daily frequency data to predict the return, correlation, and r
Externí odkaz:
https://doaj.org/article/8f9b5444434a4caf8893df4eb97fc37b
