Volatility Parameters Estimation and Forecasting of GARCH(1,1) Models with Johnson’s SU Distributed Errors
Keyword(s):
2003 ◽
Vol 14
(6)
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pp. 515-528
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2020 ◽
Keyword(s):
2010 ◽
Vol 32
(2)
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pp. 355-359
◽
2019 ◽