Comparison of forecasting performance between MODWT-GARCH (1,1) and MODWT-EGARCH (1,1) models: Evidence from African stock markets
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: The Journal of Finance and Data Science
سال: 2016
ISSN: 2405-9188
DOI: 10.1016/j.jfds.2017.03.001