The Impact of Macroeconomic News on Chinese Futures
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Cited by:
- Zian Wang & Xinshu Li, 2024. "On the macroeconomic fundamentals of long-term volatilities and dynamic correlations in COMEX copper futures," Papers 2409.08355, arXiv.org.
- Zian Wang & Xinyi Lu, 2024. "COMEX Copper Futures Volatility Forecasting: Econometric Models and Deep Learning," Papers 2409.08356, arXiv.org.
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Keywords
GARCH-MIDAS; China futures market; macroeconomic fundamentals; long-run variance;All these keywords.
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