A separate reduced‐form volatility forecasting model for nonferrous metal market: Evidence from copper and aluminum

DOI10.1002/FOR.2523zbMath1414.62505OpenAlexW2795876303WikidataQ130041798 ScholiaQ130041798MaRDI QIDQ5379278

Yaoqi Guo, Xue-hong Zhu, Haibo Liu, Hong-Wei Zhang

Publication date: 28 May 2019

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2523

zbMATH Keywords

volatility forecastingleverage effectsHAR-CJN modelmetal futuresovernight information

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

This page was built for publication: A separate reduced‐form volatility forecasting model for nonferrous metal market: Evidence from copper and aluminum