Intraday volatility predictability in China gold futures market : the case of last half-hour realized volatility forecasting
Chuxin Ye, Jiamin Lv, Yinsong Xue, Xingguo Luo
| Year of publication: |
2023
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|---|---|
| Authors: | Ye, Chuxin ; Lv, Jiamin ; Xue, Yinsong ; Luo, Xingguo |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 1, p. 1-8
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| Subject: | China gold futures | Intraday analysis | Night trading | Realized volatility | Volatility forecasting | Volatilität | Volatility | China | Prognoseverfahren | Forecasting model | Gold | Derivat | Derivative | Warenbörse | Commodity exchange | Prognose | Forecast | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014584786