Stock volatility predictability in bull and bear markets (Q5139219)
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scientific article; zbMATH DE number 7282769
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stock volatility predictability in bull and bear markets |
scientific article; zbMATH DE number 7282769 |
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Stock volatility predictability in bull and bear markets (English)
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7 December 2020
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stock markets
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volatility forecasting
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state dependence
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high-frequency data
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