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In this paper, the pricing performance of the generalised autoregressive conditional heteroskedasticity option pricing model is tested when applied
Left: QQ-plot of the fitted residuals of the ARIMA-GARCH process to the crix In this paper, the pricing performance of the generalised autoregressive conditional heteroskedasticity option pricing model is tested when applied the ocean park resort goa Download scientific diagram Left: QQ-plot of the fitted residuals of the ARIMA-GARCH process to the CRIX by Chen et al using CRIX index data
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