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Stock Volatility Modelling with Augmented GARCH Model with Jumps

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Figure

Fig. 1.The histogram of news intensity for HSBC Holdings
TABLE III GARCH(1,1)
Fig. 2.Estimation of the jump probability Pr(nt ≥ 1|It) for HSBCHoldings
Fig. 4.Evolution of the conditional kurtosis for HSBC Holdings

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