Optimizing stock market volatility predictions based on the SMVF-ANP approach
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DOI: 10.1016/j.iref.2024.103502
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- He, Zheng & Liu, Zhengkai & Zhang, Congzhi & Zhao, Yuanjun, 2025. "How do carbon pricing spillover effects impact green asset price volatility? An empirical study based on the TVP-VAR-DY model," Economic Analysis and Policy, Elsevier, vol. 85(C), pages 2162-2179.
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