Finance research letters · 2022 · 66 citations · 36 references
Social SciencesEconomicsFinanceFinancial EconomicsGeopolitical Threat AnalysisGeopoliticsSoviet StudiesImplied Volatility EstimationImplied Volatility ForecastingImplied Volatility ModelingRussian Geopolitics
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Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text
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