The role of jumps in the agricultural futures market on forecasting stock market volatility: New evidence-Reference-Cited by-同舟云学术

The role of jumps in the agricultural futures market on forecasting stock market volatility: New evidence

Published:2019-01-27 Issue:5 Volume:38 Page:400-414
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Ma Feng¹^ORCID,Zhang Yaojie²,Wahab M. I. M.³^ORCID,Lai Xiaodong¹

Affiliation:

1. School of Economics and Management; Southwest Jiaotong University; Chengdu China

2. School of Economics and Management; Nanjing University of Science and Technology; Nanjing China

3. Department of Mechanical and Industrial Engineering; Ryerson University; Toronto Ontario Canada

Funder

the Fundamental Research Funds for the Central Universities

the Humanities and Social Science Fund of the Ministry of Education

the Natural Science Foundation of China

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/for.2569/fullpdf

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