Work

Forecasting stock market volatility: The role of technical variables

Year: 2019

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2019.03.007

Authors: Li Liu, Zhiyuan Pan

Institutions: Nanjing Audit University, Southwestern University of Finance and Economics

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Awards: 国际金融危机背景下的金融资产配置管理: 基于泛函系数方法的研究, 基于投资者视角的大宗商品市场预测研究, 国际原油价格冲击下金融资产组合管理：基于马尔科夫机制转换多分形和高维度相关模型的研究

OpenAlex ID: W2924969218

FWCI: 6.364

Cites: 67

Cited by: 59

Related to: 10