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Evaluation of GARCH-Type Models in Volatility and Value-At-Risk Forecasting: Evidences from USD/MUR Exchange Rates
Authors
J Narsoo
Publication date
22 April 2016
Publisher
'African Journals Online (AJOL)'
Doi
Abstract
No Abstrac
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AJOL - African Journals Online
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oai:ajol.info:article/134538
Last time updated on 06/10/2021