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frequency information into one model. We consider subsample averaging, bootstrap averaging, forecast averaging methods for the … the averaging methods (subsample averaging, bootstrap averaging, forecast averaging), which serve as different ways of …
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The aim of this paper is to investigate non-synchronous trading effect in terms of predictability. This analysis is applied to daily and one-minute interval data on the KOREA stock market. The results indicate evidence of predictability between indices with different degrees of non-synchronous...
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