Modeling the volatility of FTSE All Share Index Returns
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More about this item
Keywords
volatility modeling; GARCH; EGARCH; TGARCH; AGARCH;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
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