Forecasting Conditional Volatility with Garch and Change of Regime Models: International Evidence

Michael Rockinger () and M. Crouhy

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Keywords: Forecasting; Conditional; Volatility; Garch; Change; Regime; Models; International; Evidence (search for similar items in EconPapers)
Date: 1994
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Published in 1994

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Persistent link: https://EconPapers.repec.org/RePEc:hal:wpaper:hal-00612796

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