Modeling and forecasting Hang Seng index volatility with day-of-week effect, spillover effect based on ARIMA and HAR
Crossref DOI link: https://doi.org/10.1007/s40822-015-0013-x
Published Online: 2015-01-22
Published Print: 2014-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chen, Yanhui
Lai, Kin Keung
Du, Jiangze
Text and Data Mining valid from 2014-12-01