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	News implied volatility and long-term foreign exchange market volatility
	Liu, Yang; Han, Liyan; Yin, Libo
刊名	INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
	2019
卷号	61页码:126-142
关键词	News implied volatility Foreign exchange market Long-term volatility Incremental effect GARCH-MIDAS-X model
ISSN号	1057-5219
DOI	10.1016/j.irfa.2018.10.005
URL标识	查看原文
收录类别	SSCI
WOS记录号	WOS:000461469100011
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/5920836
专题	北京航空航天大学
推荐引用方式 GB/T 7714	Liu, Yang,Han, Liyan,Yin, Libo. News implied volatility and long-term foreign exchange market volatility[J]. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS,2019,61:126-142.
APA	Liu, Yang,Han, Liyan,&Yin, Libo.(2019).News implied volatility and long-term foreign exchange market volatility.INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS,61,126-142.
MLA	Liu, Yang,et al."News implied volatility and long-term foreign exchange market volatility".INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS 61(2019):126-142.

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