Further empirical evidence on the forecasting of volatility...

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Economic Modelling 2020 / 2

Further empirical evidence on the forecasting of volatility with smooth transition exponential smoothing

Liu, Min, Taylor, James W., Choo, Wei-Chong
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Journal:
Economic Modelling
DOI:
10.1016/j.econmod.2020.02.021
Date:
February, 2020
File:
PDF, 608 KB
2020
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