Forecasting Realized Volatility in A Heterogeneous Market: A GM(1,1) Approach.

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Bibliographic Details
Title: Forecasting Realized Volatility in A Heterogeneous Market: A GM(1,1) Approach.
Authors: Xiaojun Chu1 tpchxj@nuist.edu.cn, Qiang Huang1, Guo Wei2
Source: Journal of Grey System. 2020, Vol. 32 Issue 4, p90-100. 11p.
Database: Academic Search Ultimate
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