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Purpose The purpose of this study is to discover the uniqueness of China's online livestreaming industry and to make preliminary predictions about its future. Design/methodology/approach Providing a panoramic description of China's online livestreaming industry and a comparative analysis with...
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Modeling futures market risk simultaneously influenced by macro low-frequency information and daily risk factors is a valuable challenge. We propose a new general framework for it based on the flexible GARCH-MIDAS model. It uses a skewed t distribution to describe the asymmetry of long and short...
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