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Applied Economics Letters Volume 22, 2015 - Issue 17
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Original Articles

Forecasting realized range volatility: a regime-switching approach

Feng MaSchool of Economics & Management, Southwest Jiaotong University, Chengdu, ChinaView further author information
,
Li LiuSchool of Finance, Nanjing Audit University, Nanjing, ChinaView further author information
,
Zhichao LiuSchool of Economics & Management, Southwest Jiaotong University, Chengdu, ChinaView further author information
&
Yu WeiSchool of Economics & Management, Southwest Jiaotong University, Chengdu, ChinaCorrespondence[email protected]
View further author information
Pages 1361-1365 | Published online: 07 Apr 2015

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Read on this site (2)

Yusui Tang, Feng Ma, M. I. M. Wahab & Yu Wei. (2022) Does the US stock market information matter for European equity market volatility: a multivariate perspective?. Applied Economics 54:58, pages 6726-6743.
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Feng Ma, M. I. M. Wahab, Jing Liu & Li Liu. (2018) Is economic policy uncertainty important to forecast the realized volatility of crude oil futures?. Applied Economics 50:18, pages 2087-2101.
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