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Component‐Driven FX Volatility Prediction: Evidence From USDCNH via GARCH‐MIDAS Models Exploiting Leading Indicators

Fuente: Wiley Open Access

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Dettagli Bibliografici
Autori principali:	Denis Haoheng Wu, Sherry Zhefang Zhou
Natura:	Artículo Open Access
Pubblicazione:	Wiley 2025
Soggetti:	Journal of Forecasting
Accesso online:	Acceder al recurso
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