Forecasting stock volatility in the presence of extreme shocks : Short‐term and long‐term effects
Year of publication: |
2020
|
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Authors: | Wang, Lu ; Ma, Feng ; Liu, Guoshan |
Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 39.2020, 5 (10.02.), p. 797-810
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Publisher: |
Wiley |
Saved in:
Online Resource
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