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Paulo Sérgio Ceretta,Fernanda Galvão de Barba,Kelmara Mendes Vieira,Fernando Casarin
Pág. 209 - 226
Volatility forecasting has been of great interest both in academic and professional fields all over the world. However, there is no agreement about the best model to estimatevolatility. New models include measures of skewness, changes of regimes and diff...
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