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RePEcDerivatives & 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.

Featured in No. 52 on 5 Jun 2024 · on release day

Released
5 Jun 2024
First featured
No. 52 · 5 Jun 2024
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Identifier
RePEc:kap:apfinm:v:31:y:2024:i:2:d:10.1007_s10690-023-09415-w

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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