Evaluation of GARCH-Type Models in Volatility and Value-At-Risk Forecasting: Evidences from USD/MUR Exchange Rates

J Narsoo

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University of Mauritius Research Journal
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Apr 22, 2016

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Vol. 22 (2016)

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Articles

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Evaluation of GARCH-Type Models in Volatility and Value-At-Risk Forecasting: Evidences from USD/MUR Exchange Rates

J Narsoo

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