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Daily volatility forecasts: reassessing the performance of GARCH models / David G McMillan, Alan Speight

Journal of Forecasting, Volume: 23, Issue: 6, Start page: 449

Swansea University Author: Alan Speight

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DOI (Published version): 10.1002/for.926

Published in: Journal of Forecasting
ISSN: 0277-6693 1099-131X
Published: 2004
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URI: https://cronfa.swan.ac.uk/Record/cronfa2207
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College: School of Management
Issue: 6
Start Page: 449