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Keywords: Behavioural models
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Journal Articles
Journal:
Review of Behavioral Finance
Review of Behavioral Finance (2024) 16 (1): 17–38.
Published: 02 November 2022
... Publishing Limited Licensed re-use rights only Sentiment indicator Behavioural models Herding Speculative bubbles Realised volatility Second, we make an attempt to forecast speculative bubbles and the trend of realised volatility in long-time horizons. The forecast is based on the estimated...
Includes: Supplementary data
