A Scenario Generation Method with Heteroskedasticity and Moment Matching
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,General Engineering,Education
Link
http://www.tandfonline.com/doi/pdf/10.1080/0013791X.2011.599918
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1. Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries
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