book chapter · Communications in computer and information science

Forecasting Performance of GARCH, EGARCH and SETAR Non-linear Models: An Application on the MASI Index of the Casablanca Stock Exchange

20232 citationsIbn Tofail University

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Research topics

Financial Risk and Volatility Modeling
Market Dynamics and Volatility
Stock Market Forecasting Methods

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DOI: 10.1007/978-3-031-42430-4_34

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