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Browsing by Author "Costello, Alexandra"

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Browsing by Author "Costello, Alexandra"

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  • Costello, Alexandra; University of Lethbridge. Faculty of Management (Lethbridge, Alta. : University of Lethbridge, Faculty of Management, 2006Management, 2006)
    This study empirically examines the performance of the Historical Simulation with ARMA forecast (C&M) methodology developed by Cabedo and Moya (2003b) vis-à-vis the performance of the Semi-Parametric GARCH methodology ...