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Volatility forecasting incorporating intraday positive and negative jumps based on deep learning model

Fuente: Wiley Open Access

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Bibliographic Details
Main Authors:	Yilun Zhang, Yuping Song, Ying Peng, Hanchao Wang
Format:	Artículo Open Access
Published:	Wiley 2024
Subjects:	Journal of Forecasting
Online Access:	Acceder al recurso
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