Jumps and gold futures volatility prediction
Year of publication: |
2023
|
---|---|
Authors: | Li, Xiaoqian ; Ma, Xiaoqi |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 3, p. 1-5
|
Subject: | Chinese gold futures market | HAR | Jump | Volatility forecasting | Volatilität | Volatility | Gold | Prognoseverfahren | Forecasting model | Derivat | Derivative | Warenbörse | Commodity exchange | China | ARCH-Modell | ARCH model | Prognose | Forecast | Welt | World |
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