Forecasting Volatility in Taiwan Futures Market
A study reveals a new model, considering non-trading and trading periods, has enhanced the prediction of stock market volatility in the Taiwan Futures Exchange.
Featured in No. 52 on 5 Jun 2024 · on release day
- Released
- 5 Jun 2024
- First featured
- No. 52 · 5 Jun 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 27
- Identifier
- RePEc:kap:apfinm:v:31:y:2024:i:2:d:10.1007_s10690-023-09415-w
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