Work

Forecasting the realized volatility of CSI 300

Year: 2019

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2019.121799

Authors: Weijie Zhou, Jiao Pan, Xiaoli Wu

Institution: Changzhou University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, National Office for Philosophy and Social Sciences, Major Program of National Fund of Philosophy and Social Science of China, National Social Science Fund of China, Division of Social and Economic Sciences

Awards: 分频灰色形态模型的构建及其应用研究, 基于多尺度灰元网络的中国大气污染区域协同治理研究, G8294448857

OpenAlex ID: W2952260360

FWCI: 2.106

Cites: 56

Cited by: 18

Related to: 10