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garches » marches, arches, garces

1
by Çelik, Sadullah
Published 2013
OECD Publishing
..., there is no previous study on this topic for an emerging market. Employing the E-GARCH method, we are able to validate...

2
Published 2006
OECD Publishing
... and inflation expectations based on M-GARCH modelling. The results of the empirical analysis show that: i...