Jumps and Gold Futures Volatility Prediction
The article studies the efficiency of the jump component in predicting Chinese gold futures volatility using high-frequency data.
Featured in No. 30 on 20 Dec 2023 · on release day
- Released
- 20 Dec 2023
- First featured
- No. 30 · 20 Dec 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 17
- Identifier
- RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008644
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).