Realized volatility forecasting: empirical evidence from stock market indices and exchange rates
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DOI: 10.1080/09603107.2012.707769
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Cited by:
- Linlan Xiao & Vigdis Boasson & Sergey Shishlenin & Victoria Makushina, 2018. "Volatility forecasting: combinations of realized volatility measures and forecasting models," Applied Economics, Taylor & Francis Journals, vol. 50(13), pages 1428-1441, March.
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