Volatility modeling and prediction: the role of price impact (Q5120732)
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scientific article; zbMATH DE number 7247989
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Volatility modeling and prediction: the role of price impact |
scientific article; zbMATH DE number 7247989 |
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Volatility modeling and prediction: the role of price impact (English)
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16 September 2020
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market microstructure
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Chinese stock market
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panel vector autoregression
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volatility modeling
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0.7668686509132385
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0.7340463995933533
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0.7231729626655579
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0.7190722227096558
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