Documents CGARCH

Studies in Nonlinear Dynamics & Econometrics Volume 9, Issue 4 2005 Article 1 Can GARCH Models Capture Long-Range Dependence? John Maheu∗ ∗University of Toronto,…

Documents DISSERTATION PAPER Modeling and Forecasting the Volatility of the EUR/ROL Exchange Rate Using GARCH....

DISSERTATION PAPER Modeling and Forecasting the Volatility of the EUR/ROL Exchange Rate Using GARCH Models. Student :Becar Iuliana Supervisor: Professor Moisa Altar Table…

Documents Student : Becar Iuliana Supervisor: Professor Moisa Altar

DISSERTATION PAPER Modeling and Forecasting the Volatility of the EUR/ROL Exchange Rate Using GARCH Models. Student :Becar Iuliana Supervisor: Professor Moisa Altar Table…