Stock market daily volatility and information measures of predictability
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DOI: 10.1016/j.physa.2018.11.049
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- Riccardo De Blasis & Filippo Petroni, 2021. "Price Leadership and Volatility Linkages between Oil and Renewable Energy Firms during the COVID-19 Pandemic," Energies, MDPI, vol. 14(9), pages 1-16, May.
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Keywords
Information theory; Entropy; Predictability; GARCH; Forecasting;All these keywords.
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