Forecast on silver futures linked with structural breaks and day-of-the-week effect
Wenlan Li, Yuxiang Cheng, Qiang Fang
| Year of publication: |
2020
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| Authors: | Li, Wenlan ; Cheng, Yuxiang ; Fang, Qiang |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 53.2020, p. 1-24
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| Subject: | Day-of-the-week effect | HAR-type models | Silver futures market | Structural breaks | Volatility forecasting | Strukturbruch | Structural break | Kalendereffekt | Calendar effect | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Silber | Silver | Börsenkurs | Share price | Prognose | Forecast | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101192 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012632214