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University of Pretoria
Department of Economics, University of Pretoria
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2023
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
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Segnon, Mawuli
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Cepni, Oguzhan
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Gupta, Rangan
2022
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
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Gupta, Rangan
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Gupta, Rangan
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Cepni, Oguzhan
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Liu, Ruipeng
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2023
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2022
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English (eng)