Work

The role of high-frequency data in volatility forecasting: evidence from the China stock market

Year: 2021

Type: article

Source: Applied Economics

DOI: 10.1080/00036846.2020.1862747

Authors: Min Liu, Chien-Chiang Lee, Wei-Chong Choo

Institutions: Universiti Putra Malaysia, Nanchang University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Natural Science Foundation of Jiangxi Province

OpenAlex ID: W3124632894

FWCI: 4.353

Cites: 60

Cited by: 25

Related to: 10