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Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility

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Figure

Table 1: Summary of HAR models for SBERBANK
Table 3: Summary of HAR models for YANDEX
Table 5: Summary of the estimated parameters of the implied volatility and Google Trends across different
Table 6: Models included in the MCS at the 10% confidence level and associated mean squared loss
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