Var Based On Sma, Ewma And Garch(1,1) Volatility Models by Julijana Angelovska
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Var Based On Sma, Ewma And Garch(1,1) Volatility Models

Modelling and Forecasting the Volatility of Thin Emerging Stock Markets using different models: A case of former Yugoslavian states « 

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9783639315332

 
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