Predicting expected idiosyncratic volatility: Empirical evidence from ARFIMA, HAR, and EGARCH models
Crossref DOI link: https://doi.org/10.1007/s11156-024-01279-z
Published Online: 2024-04-29
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Xiao, Chuxuan
Huang, Winifred http://orcid.org/0000-0002-8989-8595
Newton, David P.
Text and Data Mining valid from 2024-04-29
Version of Record valid from 2024-04-29
Article History
Accepted: 1 April 2024
First Online: 29 April 2024