Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach (Q2123691)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach |
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Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach (English)
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14 April 2022
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multifractal volatility
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realized volatility
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HAR model
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volatility forecast
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