Can economic policy uncertainty help to forecast the...

Can economic policy uncertainty help to forecast the volatility: A multifractal perspective

Liu, Zhicao, Ye, Yong, Ma, Feng, Liu, Jing
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Volume:
482
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2017.04.076
Date:
September, 2017
File:
PDF, 390 KB
english, 2017
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