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Handbook of Short Selling by Greg N. Gregoriou

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Chapter 33. Short Selling Stock Indices on Signals from Implied Volatility Index Changes
Evidence from Quantile Regression-Based Techniques
David E. Allen, Abhay K. Singh, Robert J. Powell and Akhmad Kramadibrata
An investor requires a prediction of the direction of the underlying asset price movements to devise a profitable trading strategy. In most of the techniques used for forecasting, a point estimate of the expected return or its volatility is calculated. The point ...

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