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Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics

✍ Scribed by Christoffersen, Peter F.; Diebold, Francis X.

Book ID: 119946212
Publisher: INFORMS
Year: 2006
Tongue: English
Weight: 297 KB
Volume: 52
Category: Article
ISSN: 0025-1909
DOI: 10.1287/mnsc.1060.0520

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