Empirical performance of GARCH, GARCH-M, GJR-GARCH and log-GARCH models for returns volatility.
| Autor: | D B Nugroho, D Kurniawati, L P Panjaitan, Z Kholil, B Susanto, L R Sasongko |
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| Zdroj: | Journal of Physics: Conference Series; 2019, Vol. 1307 Issue 1, p1-1, 1p |
| Databáze: | Complementary Index |
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