---
title: Forecasting Volatility in Taiwan Futures Market
url: https://www.ml-quant.com/papers/repec/kap-apfinm-v-31-y-2024-i-2-d-10-1007-s10690-023-09415-w/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:kap:apfinm:v:31:y:2024:i:2:d:10.1007_s10690-023-09415-w
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10690-023-09415-w%3Bh%3Drepec%3Akap%3Aapfinm%3Av%3A31%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s10690-023-09415-w
featured: 2024-06-05
citations: unknown
topic: Derivatives & Volatility
---


# 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs10690-023-09415-w%3Bh%3Drepec%3Akap%3Aapfinm%3Av%3A31%3Ay%3A2024%3Ai%3A2%3Ad%3A10.1007_s10690-023-09415-w
- Identifier: RePEc:kap:apfinm:v:31:y:2024:i:2:d:10.1007_s10690-023-09415-w
- Released: 2024-06-05
- First featured: Quant Letter No. 52 (2024-06-05): https://www.ml-quant.com/issues/2024-06-05/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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