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~person:"Chen, Yanhui"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Article in journal"
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Chen, Yanhui
Tang, Gordon Y. N.
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Eurasian economic review : a journal in applied macroeconomics and finance
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Modeling and forecasting Hang Seng index volatility with day-of-week effect, spillover effect based on ARIMA and HAR
Chen, Yanhui
;
Lai, Kin Keung
;
Du, Jiangze
- In:
Eurasian economic review : a journal in applied …
4
(
2014
)
2
,
pp. 113-132
Persistent link: https://www.econbiz.de/10010514801
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