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Search: subject:"CSI 300 index and futures"
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Forecasting model
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Li, Weiping
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Qiao, Gaoxiu
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Liquidity and realized covariance forecasting : a hybrid method with model uncertainty
Qiao, Gaoxiu
;
Cao, Yangli
;
Ma, Feng
;
Li, Weiping
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 437-463
Persistent link: https://www.econbiz.de/10014226295
Saved in:
2
Improving volatility forecasting based on Chinese volatility index information : evidence from
CSI
300
index
and
futures
markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Li, Weiping
;
Liu, Wenwen
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 133-151
Persistent link: https://www.econbiz.de/10012269160
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