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Journal of Forecasting
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Model averaging estimation for conditional volatility models with an application to stock market volatility forecast
Liu, Qingfeng
;
Yao, Qingsong
;
Zhao, Guoqing
- In:
Journal of Forecasting
39
(
2020
)
5
,
pp. 841-863
Persistent link: https://www.econbiz.de/10012189060
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