中文

Volatility forecasting using high frequency data: The role of after-hours information and leverage effects

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  • Release time:2019-03-08

  • Journal:Resources Policy

  • Co-author:Meirui Zhong, Hongwei Zhang*, Xuehong Zhu

  • Indexed by:Applied Research

  • Document Type:J

  • Volume:54

  • Page Number:58-70

  • Translation or Not:no

  • Date of Publication:2017-09-11


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