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The predictive power of volatility models: evidence from the ETF market

The predictive power of volatility models: evidence from the ETF market

Bibliographic Details
Main Authors: Chang-Wen Duan, Jung-Chu Lin
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2014-06-01
Series:Investment Management & Financial Innovations
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/5788/imfi_en_2014_02_Duan.pdf
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https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/5788/imfi_en_2014_02_Duan.pdf

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