Improving Garch Volatility Forecasts

Franc Klaassen

No 1998-52, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: GARCH; regime-switching; volatility; forecasting; exchange rates (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (9)

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Working Paper: Improving Garch Volatility Forecasts (1998)
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