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On the Autoregressive Conditional Heteroskedasticity Models

On the Autoregressive Conditional Heteroskedasticity Models

Bibliographic Details
Main Author: Stenberg, Erik
Format: Others
Language:English
Published: Uppsala universitet, Statistiska institutionen 2016
Subjects:
ARCH
GARCH
Volatility clustering
fat tail
forecasting
intra-daily returns
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-295175
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http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-295175

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