scientific article; zbMATH DE number 6719556

zbMATH Open1374.62143MaRDI QIDQ2987136FDOQ2987136

Fenghua Wen, Xu Gong, Zhifang He, Xin Yang

Publication date: 17 May 2017

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stock index futuresHAR-RRV modelvolatility forcasting

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (1)

• Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves?

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