Economic Research-Ekonomska Istraživanja
Volume 36, 2023 - Issue 1
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Articles
Modelling returns volatility: mixed-frequency model based on momentum of predictability
Zhenlong Chena School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, China;b Collaborative Innovation Center of Statistical Data Engineering, Technology & Application, Zhejiang Gongshang University, Hangzhou, ChinaView further author information
& Shang Jina School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, China;b Collaborative Innovation Center of Statistical Data Engineering, Technology & Application, Zhejiang Gongshang University, Hangzhou, ChinaCorrespondence[email protected]
View further author information
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Article: 2117228
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Received 06 Jan 2022, Accepted 17 Aug 2022, Published online: 07 Sep 2022
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