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	Volatility forecasting using high frequency data: The role of after-hours information and leverage effects
	Zhu, Xuehong; Zhang, Hongwei*; Zhong, Meirui
刊名	Resources Policy
	2017
卷号	54页码:58-70
关键词	Non-ferrous metals futures Volatility forecasting After-hours information Leverage effects Volatility clustering
ISSN号	0301-4207
DOI	10.1016/j.resourpol.2017.09.006
URL标识	查看原文
WOS记录号	WOS:000417658300006;EI:20174704416410
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/3322358
专题	中南大学
作者单位	1.[Zhu, Xuehong 2.Zhang, Hongwei 3.Zhong, Meirui] Cent S Univ, Sch Business, Changsha 410083, Hunan, Peoples R China.
推荐引用方式 GB/T 7714	Zhu, Xuehong,Zhang, Hongwei*,Zhong, Meirui. Volatility forecasting using high frequency data: The role of after-hours information and leverage effects[J]. Resources Policy,2017,54:58-70.
APA	Zhu, Xuehong,Zhang, Hongwei*,&Zhong, Meirui.(2017).Volatility forecasting using high frequency data: The role of after-hours information and leverage effects.Resources Policy,54,58-70.
MLA	Zhu, Xuehong,et al."Volatility forecasting using high frequency data: The role of after-hours information and leverage effects".Resources Policy 54(2017):58-70.

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