Predictability and model selection in the context of ARCH models
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- scientific article; zbMATH DE number 1984173
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Cites work
Cited in
(8)- Prediction in ARMA models with GARCH in mean effect
- WHY DOES THE STANDARD GARCH(1, 1) MODEL WORK WELL?
- scientific article; zbMATH DE number 1984173 (Why is no real title available?)
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