Garch published presentations and documents on DocSlides.
For example Bera and Higgins 1993 p315 remarked t...
Time-Varying Volatility and ARCH Models. Walter R...
Correspondingauthor:plan.z@outlook.comyCorrespond...
with Overlapping Data Inference. Esben Hedegaard ...
for Crude Oil. An Empirical Investigation. Jump P...
THE EXPONENTIAL GARCH MODEL. To allow for asymmet...
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