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Can idiosyncratic volatility help forecast stock market volatility?

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  • Taylor, Nicholas
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  • Taylor, Nicholas, 2008. "Can idiosyncratic volatility help forecast stock market volatility?," International Journal of Forecasting, Elsevier, vol. 24(3), pages 462-479.
    • Handle: RePEc:eee:intfor:v:24:y:2008:i:3:p:462-479
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