Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: Risks
سال: 2020
ISSN: 2227-9091
DOI: 10.3390/risks8010012