Volatility Dynamics in Vietnam Stock Market
The study finds that single-regime models are more effective than multiple-regime models in forecasting short-term volatility in the Vietnam Ho Chi Minh Stock Index.
Featured in No. 54 on 20 Jun 2024 · 4 days after release
- Released
- 16 Jun 2024
- First featured
- No. 54 · 20 Jun 2024
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- Identifier
- SSRN 4867203
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