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Volatility forecasting using global stochastic financial trends extracted from non-synchronous data

Volatility forecasting using global stochastic financial trends extracted from non-synchronous data

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GRIGORYEVA, Lyudmila, Juan-Pablo ORTEGA, Anatoly PERESETSKY, 2018. Volatility forecasting using global stochastic financial trends extracted from non-synchronous data. In: Econometrics and Statistics. 5, pp. 67-82. eISSN 2452-3062. Available under: doi: 10.1016/j.ecosta.2017.01.003

@article{Grigoryeva2018-01Volat-41245, title={Volatility forecasting using global stochastic financial trends extracted from non-synchronous data}, year={2018}, doi={10.1016/j.ecosta.2017.01.003}, volume={5}, journal={Econometrics and Statistics}, pages={67--82}, author={Grigoryeva, Lyudmila and Ortega, Juan-Pablo and Peresetsky, Anatoly} }

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