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Factor-augmented GARCH model with structural breaks for forecasting volatility
- Title
- Factor-augmented GARCH model with structural breaks for forecasting volatility
- Date Issued
- 2013-06-25
- Publisher
- IFS
- Article Type
- Conference
- Citation
- 33rd International Symposium on Forecasting, 2013-06-25
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Related Researcher
- 전치혁JUN, CHI HYUCK
- Dept of Industrial & Management Enginrg