scientific article; zbMATH DE number 6719556

MaRDI QIDQ2987136zbMATHFDO

Authors Zhifang He, Xin Yang, Xu Gong, Fenghua Wen

Publication date 17 May 2017

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)

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Cited in

(3)

• Fluctuation characteristics of Chinese gold futures market and forecasting model
• A semiparametric forecasting model for volatility of stock index futures and its MCS test
• Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves?

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