Volatility forecasting in the Chinese commodity futures market with intraday data



Jiang, Ying, Ahmed, Shamim ORCID: 0000-0003-3712-5213 and Liu, Xiaoquan
(2017) Volatility forecasting in the Chinese commodity futures market with intraday data. Review of Quantitative Finance and Accounting, 48 (4). 1123 - 1173.

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Item Type: Article
Depositing User: Symplectic Admin
Date Deposited: 17 Jun 2019 08:56
Last Modified: 20 Mar 2020 22:51
DOI: 10.1007/s11156-016-0570-4
URI: http://livrepository.liverpool.ac.uk/id/eprint/3045881