Affiliation:
1. Business School Chengdu University Chengdu China
2. School of Public Administration Southwestern University of Finance and Economics Chengdu China
Funder
Southwestern University of Finance and Economics
Subject
Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation
Reference42 articles.
1. Correcting the errors: Volatility forecast evaluation using high‐frequency data and realized volatilities;Andersen T. G.;Econometrica,2005
2. Forecasting inflation with online prices
3. Empirical modeling of high‐income and emerging stock and Forex market return volatility using Markov‐switching GARCH models;Arellano M. A.;The North American Journal of Economics and Finance,2020
4. The role of jumps and leverage in forecasting volatility in international equity markets
Cited by
4 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