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73
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Matias, Ricardo Miguel Borges
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EGARCH
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FCGARCH
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Forecasting volatility
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GJR
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Previsão de volatilidade
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2012
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Subject:
EGARCH
Subject:
FCGARCH
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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
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GJR
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FCGARCH
/
Previsão de volatilidade
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