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Improving volatility forecasts of the Nikkei 225 stock index using a realized EGARCH model with realized and realized range-based volatilities

Fuente: arXiv

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Détails bibliographiques
Auteur principal:	Chang, Yaming
Format:	Preprint
Publié:	2025
Sujets:	Econometrics
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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