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    • Evaluation of Volatility Forecasting Models in Vietnam Stock Markets 

      Doan Thien, Hoa Dang (2011)
      Pro gradu - tutkielma 
      This study aims to find the most appropriate model(s) to estimate and forecast volatility in Vietnam stock markets. Considered volatility models in this study include RiskMetrics, GARCH, EGARCH, IGARCH, FIGARCH and APARCH. ...