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Keywords: GARCH model
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Journal Articles
Journal of Enterprise Information Management (2022) 35 (4-5): 1288–1304.
Published: 09 September 2021
... of the GARCH model is measured. The AIC value difference of the models under the three distributions is not obvious, and the differences between them can be ignored. Originality/value Using the GARCH-VaR model can better measure and predict the risk of the big data finance market and provide a reliable...

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