Volatility forecasting in the Chinese commodity futures market with intraday data
Crossref DOI link: https://doi.org/10.1007/s11156-016-0570-4
Published Online: 2016-05-03
Published Print: 2017-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Jiang, Ying
Ahmed, Shamim
Liu, Xiaoquan
Funding for this research was provided by:
Ministry of Education of the People’s Republic of China (12YJC790079)
License valid from 2016-05-03