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Incorporating financial market volatility to improve forecasts of directional changes in Australian share market returns

Erdugan, Riza, Kulendran, Nada and Natoli, Riccardo ORCID: 0000-0002-9912-5692 (2019) Incorporating financial market volatility to improve forecasts of directional changes in Australian share market returns. Financial Markets and Portfolio Management, 33 (4). pp. 417-445. ISSN 1934-4554

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Item Type: Article
Uncontrolled Keywords: volatility; returns; Australia; regression models; forecasting models; asset return
Subjects: Current > FOR Classification > 1502 Banking, Finance and Investment
Historical > Faculty/School/Research Centre/Department > College of Business
SWORD Depositor: Symplectic Elements
Depositing User: Symplectic Elements
Date Deposited: 07 Jan 2020 22:21
Last Modified: 04 Feb 2020 05:42
URI: http://vuir.vu.edu.au/id/eprint/39979
DOI: https://doi.org/10.1007/s11408-019-00338-z
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Citations in Scopus: 0 - View on Scopus

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