Realized volatility forecasting and volatility spillovers:...

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Realized volatility forecasting and volatility spillovers: Evidence from Chinese non‐ferrous metals futures

Wang, Donghua, Xin, Yang, Chang, Xiaohui, Su, Xingze
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Journal:
International Journal of Finance & Economics
DOI:
10.1002/ijfe.1929
Date:
July, 2020
File:
PDF, 2.21 MB
2020
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