Assessing the Forecasting Performance of GARCH Models in the Presence of Instabilities

Azwifaneli I. Nemushungwa

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https://doi.org/10.13189/ujaf.2024.120102

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Journal: Universal Journal of Accounting and Finance	Publication Date: Feb 1, 2024
License type: cc-by

Abstract

Assessing the Forecasting Performance of GARCH Models in the Presence of Instabilities

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