Wang, Xuebiao; Wang, Xi; Li, Bo; Bai, Zhiqi - In: China Finance Review International 10 (2019) 2, pp. 175-196
Purpose: The purpose of this paper is to consider that the model of volatility characteristics is more reasonable and the description of volatility is more explanatory. Design/methodology/approach: This paper analyzes the basic characteristics of market yield volatility based on the five-minute...