Work

Stock Market Volatility Forecasting: Can Interval Data Improve it?

Year: 2024

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.4788758

Authors: Meiting Zhu, Yongmiao Hong, Shouyang Wang, Zishu Cheng, JIANI HENG

Institutions: Xiamen University, University of Chinese Academy of Sciences, Chinese Academy of Sciences, Academy of Mathematics and Systems Science

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4394862845

Cites: 78

Cited by:

Related to: 10