Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts
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Volatility permeates modern financial theories and decision making processes. As such, accurate measures and good forecasts of future volatility are critical for the implementation and evaluation of asset pricing theories. In response to this, a voluminous literature has emerged for modeling the
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美国国家经济研究局创建时间：
1997-04-01
