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Journal: Eng. Proc., 2022
Volume: 18
Number: 6
Article:
A Hybrid Model of VAR-DCC-GARCH and Wavelet Analysis for Forecasting Volatility
Authors:
by
Maryam Nafisi-Moghadam and Shahram Fattahi
Link:
https://www.mdpi.com/2673-4591/18/1/6
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