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Keyword [GARCH Process]
Result: 1 - 4 | Page: 1 of 1
1.
Dynamic Methods For Multivariate Option Pricing
2.
Weighted Least Absolute Deviation Estimatation For A GARCH Process With Infinite Variance And Asymptotic Properties
3.
Pricing Bivariate Option Under A GARCH-H Process With Dynamic Copula Models
4.
Compute The VaR Of 50ETF Based On GARCH Process And SV Model
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