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The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach
Asgharian, Hossein
;
Hou, Ai Jun
;
Javed, Farrukh
- In:
Journal of Forecasting
32
(
2013
)
7
,
pp. 600-612
Persistent link: https://www.econbiz.de/10011006299
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