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Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza.
In: Working Papers.
RePEc:pre:wpaper:2020107.

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  1. Forecasting Stock Market Realized Volatility using Random Forest and Artificial Neural Network in South Africa. (2024). Brijlal, Pradeep ; Diane, Lamine.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2024-02-2.

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  2. Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies. (2022). GUPTA, RANGAN ; Demirer, Riza ; Cepni, Oguzhan ; Luo, Jiawen.
    In: Working Papers.
    RePEc:pre:wpaper:202258.

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References

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