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Reports Year : 1994

Forecasting Conditional Volatility with Garch and Change of Regime Models: International Evidence

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hal-00612796 , version 1 (31-07-2011)

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  • HAL Id : hal-00612796 , version 1

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Michael Rockinger, M. Crouhy. Forecasting Conditional Volatility with Garch and Change of Regime Models: International Evidence. 1994. ⟨hal-00612796⟩

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