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~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~isPartOf:"Quantitative finance"
~person:"Luo, Xingguo"
~subject:"ARCH model"
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Luo, Xingguo
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Intraday volatility predictability in China gold futures market : the case of last half-hour realized volatility forecasting
Ye, Chuxin
;
Lv, Jiamin
;
Luo, Xingguo
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014584786
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2
Oil price uncertainty and Chinese stock returns : new evidence from the oil volatility index
Luo, Xingguo
;
Qin, Shihua
- In:
Finance research letters
20
(
2017
),
pp. 29-34
Persistent link: https://www.econbiz.de/10011806739
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3
The information content of implied volatility and jumps in forecasting volatility : evidence from the Shanghai gold futures market
Luo, Xingguo
;
Qin, Shihua
;
Ye, Zinan
- In:
Finance research letters
19
(
2016
),
pp. 105-111
Persistent link: https://www.econbiz.de/10011657556
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4
Predicting volatility of the Shanghai silver futures market : what is the role of the U.S. options market?
Luo, Xingguo
;
Ye, Zinan
- In:
Finance research letters
15
(
2015
),
pp. 68-77
Persistent link: https://www.econbiz.de/10011552969
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