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Modeling and forecasting the CBOE VIX with the
TVP-HAR
model
Xu, Wen
;
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
Journal of forecasting
44
(
2025
)
5
,
pp. 1638-1657
Persistent link: https://www.econbiz.de/10015464704
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