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SSRNDerivatives & Volatility

Inflation Volatility and the Directional Volatility Ratio

The article presents a new method called the directional volatility ratio for predicting inflation trends, which is more effective than traditional methods.

Featured in No. 37 on 14 Feb 2024 · · 1 citation today

Released
14 Oct 2023
First featured
No. 37 · 14 Feb 2024
Citations (Semantic Scholar)
1
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4724237

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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