The role of macro-finance factors in predicting stock market volatility: A latent threshold dynamic model
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Overview
status
publication date
has subject area
published in
Research
keywords
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Business & Economics
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Business, Finance
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Economics
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Latent thresholding
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PREMIUM
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Portfolio allocation
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REGRESSIONS
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RETURNS
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RISK
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Realized volatility
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Social Sciences
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Time-varying parameters
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VARIABLES
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Digital Object Identifier (DOI)
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