A comparison of forecasting models of the volatility in Shenzhen stock market (Q2463955)

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A comparison of forecasting models of the volatility in Shenzhen stock market
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    A comparison of forecasting models of the volatility in Shenzhen stock market (English)
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    7 December 2007
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    Logistic regression model
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    AR(1) model
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    AR(2) model
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