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What is Rapport MTD about?
This document outlines a research study focused on modeling and forecasting the volatility of Moroccan financial markets using ARMA and GARCH models. It emphasizes the importance of understanding market volatility in light of recent economic changes in Morocco, including exchange rate reforms and the introduction of financial derivatives. The study aims to enhance volatility forecasting accuracy and provide insights for risk management and policy formulation in the evolving financial landscape.
- Author
- youssefqouiqat777
- Language
- EN