An Empirical Evaluation in GARCH Volatility Modeling: Evidence from the Stockholm Stock Exchange

Journal of Mathematical Finance

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ISSN Online: 2162-2442
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"An Empirical Evaluation in GARCH Volatility Modeling: Evidence from the Stockholm Stock Exchange"
written by Chaido Dritsaki,
published by Journal of Mathematical Finance, Vol.7 No.2, 2017

has been cited by the following article(s):

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