Forecast the realized range-based volatility: The role of investor sentiment and regime switching
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2019
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| Reference Key |
xu2019forecastphysica
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|---|---|
| Authors | Xu, W. |
| Journal | physica a: statistical mechanics and its applications |
| Year | 2019 |
| DOI | 10.1016/j.physa.2019.121422 |
| URL | |
| Keywords | Keywords not found |
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