Work

The role of model bias in predicting volatility: evidence from the US equity markets

Year: 2020

Type: article

Source: China Finance Review International

DOI: 10.1108/cfri-04-2020-0037

Authors: Yan Li, Lian Luo, Chao Liang, Feng Ma

Institution: Southwest Jiaotong 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: W3097577640

FWCI: 4.156

Cites: 41

Cited by: 23

Related to: 10