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Repository: 73 Year: 2012 Subject: GJR Subject: EGARCH

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Title: Predicting the financial crisis volatility
Author: Curto, J. / Pinto, J.
Language: Inglés
Repository: 73
Subject: Forecasting volatility / EGARCH / APARCH / GJR

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Title: A comparison about the predictive ability of FCGARCH, facing EGARCH and GJR
Author: Matias, Ricardo Miguel Borges
Language: Inglés
Repository: 73
Subject: Forecasting volatility / EGARCH / GJR / FCGARCH / Previsão de volatilidade

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