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A comparative study of error distributions in the GARCH model through a Monte Carlo simulation approach

Paper Details
Authors:
Samuel Innocent Kofi Ampadu
Eric Teye Mensah
Eric Nimako Aidoo
Alexander Boateng
Daniel Maposa
Publication Date: 2023-11-22
Financial Risk and Volatility ModelingEconomics, Econometrics and FinanceFinanceSocial Sciences
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