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Le caractere previsionnel du modele GARCH(1,1) selon differents horizons de previsions de la volatilite

Laplante, Jean-Francois; Desrochers, Jean (Atlantic Schools of Business, 1998)

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Author
- Desrochers, Jean (1)
- Laplante, Jean-Francois (1)
Subject
- GARCH model (1)
- Investment analysis (1)
- ... View More
Date Issued
- 1998 (1)
Has File(s)
- true (1)