Forecasting Trading-Session Return Volatility in Taiwan Futures Market: A Periodic Regime Switching with Jump Approach
Crossref DOI link: https://doi.org/10.1007/s10690-023-09415-w
Published Online: 2023-09-08
Published Print: 2024-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lai, Yi-Hao
Wang, Yi-Chiuan
Chang, Yu-Ching https://orcid.org/0000-0002-9161-7553
Text and Data Mining valid from 2023-09-08
Version of Record valid from 2023-09-08
Article History
Accepted: 3 July 2023
First Online: 8 September 2023