Volatility forecasting: combinations of realized volatility measures and forecasting models
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DOI: 10.1080/00036846.2017.1363863
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Cited by:
- Lyu, Zhichong & Ma, Feng & Zhang, Jixiang, 2023. "Oil futures volatility prediction: Bagging or combination?," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 457-467.
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