Arnab Banerjee

iGATE Global Solutions, Ltd.

Bangalore - 560 066

India

  • iGATE Global Solutions, Ltd.

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VIX Forecasting

Number of pages: 23 Posted: 21 Apr 2004
Utkarsh Majmudar and Arnab Banerjee
Synstrat Consulting LLP and iGATE Global Solutions, Ltd.
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Abstract:

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Volatility, Forecasting, GARCH