Stochastic Volatility Models with Endogenous Breaks in Volatility Forecasting
Akram Shavkatovich HasanovMonash University Malaysia, Jalan Lagoon Selatan, Bandar Sunway, Subang Jaya, 47500, Kuala Lumpur, Selangor, MalaysiaSalokhiddin AvazkhodjaevTashkent Institute of Finance, 60A, A. Temur Street, 100000, Tashkent, Republic of Uzbekistan
Ochiq kirish: yoʻq
ABI
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