Reprint of: Generalized Autoregressive Conditional Heteroskedasticity
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DOI: 10.1016/j.jeconom.2023.02.001
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- Johanna M. Orozco-Castañeda & Sebastián Alzate-Vargas & Danilo Bedoya-Valencia, 2024. "Evaluating Volatility Using an ANFIS Model for Financial Time Series Prediction," Risks, MDPI, vol. 12(10), pages 1-15, September.
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