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Zhengyang Chi

affiliation not provided to SSRN

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Scholarly Papers (1)

1.

Graph Signal Processing for Global Stock Market Realized Volatility Forecasting

Number of pages: 41 Posted: 07 Oct 2025
Zhengyang Chi, Junbin Gao and Chao Wang
affiliation not provided to SSRN, The University of Sydney and The University of Sydney
Downloads 62 (951,658)

Abstract:

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Volatility spillover, realized volatility, graph signal processing, spectral analysis.