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Incorporating Financial Market Volatility to Improve Forecasts of Directional Changes in Australian Share Market Returns

Financial Markets and Portfolio Management

doi 10.1007/s11408-019-00338-z

Full Text

Abstract

Available in

Date

November 25, 2019

Authors

Riza ErduganNada KulendranRiccardo Natoli

Publisher

Springer Science and Business Media LLC


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