Assessing the Impact of the Realized Range on the (E)GARCH Volatility: Evidence from Brazil

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Bibliographic Details
Main Author:	Victor Bello Accioly
Format:	Artículo científico
Language:	en
Published:	FUCAPE Business School 2016
Subjects:	Administración y Contabilidad Realized range Realized volatility Volatility forecast GARCH and EGARCH models
Online Access:	Acceder al recurso
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