Work

Forecast on silver futures linked with structural breaks and day-of-the-week effect

Year: 2020

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2020.101192

Authors: Wenlan Li, Yuxiang Cheng, Qiang Fang

Institutions: Central South University, Zhejiang University, Chinese Academy of Sciences, University of Chinese Academy of Sciences

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: 经济新常态下的国家金属资源安全管理及其政策研究, G5274903103, 投资者情绪生成、传染机制及其对资产定价的影响研究

OpenAlex ID: W3014012829

FWCI: 7.533

Cites: 75

Cited by: 37

Related to: 10