Work

Realized Volatility Forecast of Stock Index Under Structural Breaks

Year: 2014

Type: article

Source: Journal of Forecasting

DOI: 10.1002/for.2318

Authors: Ke Yang, Langnan Chen, Fengping Tian

Institutions: South China Agricultural University, Sun Yat-sen University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1517063494

FWCI: 1.83

Cites: 47

Cited by: 30

Related to: 10