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~person:"Ding, Shusheng"
~subject:"Volatility"
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Volatility
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Ding, Shusheng
McAleer, Michael
51
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32
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International review of financial analysis
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Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect
Ding, Shusheng
;
Cui, Tianxiang
;
Zhang, Yongmin
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455125
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2
Return and volatility co-movement in commodity futures markets : the effects of liquidity risk
Zhang, Yongmin
;
Ding, Shusheng
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1471-1486
Persistent link: https://www.econbiz.de/10011913167
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