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Forecasting stock volatility with a large set of predictors : a new forecast combination method
Gong, Xue
;
Zhang, Weiguo
;
Zhao, Yuan
;
Ye, Xin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1622-1647
Persistent link: https://www.econbiz.de/10014432742
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