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Christian, Pierdzioch ; Matteo, Bonato ; Oguzhan, Cepni ; Rangan, Gupta ; RANGAN, GUPTA ; Oguzhan, Cepni ; Christian, Pierdzioch. (2022) Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment.
In: Working Papers. RePEc:pre:wpaper:202247.
Full description at Econpapers
cites:
Liu, R., Demirer, R., Gupta, R., and Wohar, M.E. (2020). Do bivariate multifractal models improve volatility forecasting in financial time series? An application to foreign exchange and stock markets. Journal of Forecasting, 39(2), 155â167.
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