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1. A TEST ON GARCH-TYPE MODELS OF THE S&P 500 INDEX

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Author:: Jiang, Shu
Title:: A TEST ON GARCH-TYPE MODELS OF THE S&P 500 INDEX
Area of Honors:: Economics
Keywords:: S&P 500
GARCH
forecasting comparison
loss function
File:: Download Final_Thesis_Jiang.pdf
Thesis Supervisors:: Dr. Andrew Ronald Gallant, Thesis Supervisor
James R. Tybout, Thesis Honors Advisor