Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network
Author:
Funder
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference59 articles.
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4. Realized volatility forecasting and market microstructure noise;Andersen;Journal of Econometrics,2011
5. Volatility measurement with pockets of extreme return persistence;Andersen;Journal of Econometrics,2021
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