Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? : evidence based on HAR and Ridge regression models
Year of publication: |
2020
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Authors: | Wei, Yu ; Liang, Chao ; Li, Yan ; Zhang, Xunhui ; Wei, Guiwu |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 35.2020, p. 1-8
|
Subject: | China gold futures | GVZ | Realized volatility | Ridge regression | VXSLV | Volatilität | Volatility | Gold | China | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Silber | Silver | Warenbörse | Commodity exchange | Prognose | Forecast |
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