How candlestick features affect the performance of volatility forecasts: evidence from the stock market
Author:
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
http://www.tandfonline.com/doi/pdf/10.1080/1351847X.2013.850440
Reference26 articles.
1. Commodity volatility modelling and option pricing with a potential function approach
2. Stock Returns and Volatility: Evidence from Select Emerging Markets
3. Generalized autoregressive conditional heteroskedasticity
4. ARCH modeling in finance
5. Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model
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2. How do financial features affect volatility forecasts? Evidence from the oil market and other markets;Asia Pacific Management Review;2018-06
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