Author:
Lu Xinjie,Ma Feng,Wang Jianqiong,Dong Dayong
Subject
Economics and Econometrics,Finance
Reference50 articles.
1. Modelling stock market volatility using univariate GARCH models: Evidence from Sudan and Egypt;Abdalla;International Journal of Economics and Finance,2012
2. Does realized skewness predict the cross-section of equity returns?;Amaya;Journal of Financial Economics,2015
3. Answering the skeptics: Yes, standard volatility models do provide accurate forecasts;Andersen;International Economic Review,1998
4. Roughing it up: Including jump components in the measurement, modeling, and forecasting of return volatility;Andersen;The Review of Economics and Statistics,2007
5. Stock return characteristics, skew laws, and the differential pricing of individual equity Consumer Discretionarys;Bakshi;Review of Financial Studies,2003
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献