Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from China's stock market | |
Yuan, Ping; Rui, Li | |
刊名 | FINANCE RESEARCH LETTERS
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2018 | |
卷号 | 25页码:222-229 |
关键词 | Realized volatility Truncated two-scale Forecast |
ISSN号 | 1544-6123 |
URL标识 | 查看原文 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/2919890 |
专题 | 西安交通大学 |
推荐引用方式 GB/T 7714 | Yuan, Ping,Rui, Li. Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from China's stock market[J]. FINANCE RESEARCH LETTERS,2018,25:222-229. |
APA | Yuan, Ping,&Rui, Li.(2018).Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from China's stock market.FINANCE RESEARCH LETTERS,25,222-229. |
MLA | Yuan, Ping,et al."Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from China's stock market".FINANCE RESEARCH LETTERS 25(2018):222-229. |
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