Forecast the realized range-based volatility: The role of investor sentiment and regime switching
Xu, Weiju, Wang, Jiqian, Ma, Feng, Lu, XinjieVolume:
527
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2019.121422
Date:
August, 2019
File:
PDF, 289 KB
english, 2019