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Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE. (2020). Allen, David.
In: Risks.
RePEc:gam:jrisks:v:8:y:2020:i:1:p:12-:d:315296.

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  1. Stochastic Volatility and GARCH: Do Squared End-of-Day Returns Provide Similar Information?. (2020). Allen, David.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:202-:d:410152.

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References

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