%0 Journal Article %A Ronald C. Heynen %A Harry M. Kat %T Volatility Prediction %B A Comparison of the Stochastic Volatility, GARCH (1,1) and EGARCH (1,1) Models %D 1994 %R 10.3905/jod.1994.407912 %J The Journal of Derivatives %P 50-65 %V 2 %N 2 %U https://jod.pm-research.com/content/iijderiv/2/2/50.full.pdf