A separate reduced-form volatility forecasting model for nonferrous metal market: Evidence from copper and aluminum-Reference-Cited by-同舟云学术

A separate reduced-form volatility forecasting model for nonferrous metal market: Evidence from copper and aluminum

Published:2018-04-06 Issue:7 Volume:37 Page:754-766
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Zhang Hongwei¹²^ORCID,Zhu Xuehong¹²,Guo Yaoqi²³^ORCID,Liu Haibo⁴

Affiliation:

1. School of Business; Central South University; Changsha China

2. Institute of Metal Resources Strategy; Central South University; Changsha China

3. School of Mathematics and Statistics; Central South University; Changsha China

4. Konka Group Co. Ltd; Shenzhen China

Funder

National Natural Science Foundation of China

National Social 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.2523/fullpdf

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4. Jump-robust volatility estimation using nearest neighbor truncation;Andersen;Journal of Econometrics,2012

5. Testing the international linkage in the platinum-group metal futures markets;Aruga;Resources Policy,2011

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