Choudhry Taufiq

Taufiq Choudhry

Information about the author Taufiq Choudhry will soon be added to the site.
Found 1 papers in total
Forecasting ability of GARCH vs Kalman filter method: evidence from daily UK time-varying beta
Forecasting ability of GARCH vs Kalman filter method: evidence from daily UK time-varying beta
2008
This paper investigates the forecasting ability of four different GARCH models and the...
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