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Volatility forecasting in the Chinese commodity futures market with intraday data
Jiang, Ying; Ahmed, Shamim; Liu, Xiaoquan - In: Review of quantitative finance and accounting 48 (2017) 4, pp. 1123-1173
Persistent link: https://www.econbiz.de/10011797006
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Forecasting changes in copper futures volatility with GARCH models using an iterated algorithm
Smith, Kenneth L.; Bracker, Kevin - In: Review of quantitative finance and accounting 20 (2003) 3, pp. 245-265
Persistent link: https://www.econbiz.de/10001773901
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Information flows between the U.S. and China commodity futures trading
Fung, Hung-gay; Leung, Wai K.; Xu, Xiaoqing Eleanor - In: Review of quantitative finance and accounting 21 (2003) 3, pp. 267-285
Persistent link: https://www.econbiz.de/10001839848
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Risk premia in the term structure of crude oil futures : long-run and short-run volatility components
Boyd, Naomi E.; Li, Bingxin; Liu, Rui - In: Review of quantitative finance and accounting 58 (2022) 4, pp. 1505-1533
Persistent link: https://www.econbiz.de/10013191983