A separate reduced‐form volatility forecasting model for nonferrous metal market: Evidence from copper and aluminum (Q5379278)

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scientific article; zbMATH DE number 7060036
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A separate reduced‐form volatility forecasting model for nonferrous metal market: Evidence from copper and aluminum
scientific article; zbMATH DE number 7060036

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    A separate reduced‐form volatility forecasting model for nonferrous metal market: Evidence from copper and aluminum (English)
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    28 May 2019
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    HAR-CJN model
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    leverage effects
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    metal futures
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    overnight information
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    volatility forecasting
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