Can night trading sessions improve forecasting performance of gold futures' volatility in China?
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DOI: 10.1002/for.2748
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Cited by:
- Fu, Tong & Huang, Dasen & Feng, Lingbing & Tang, Xiaoping, 2024. "More is better? The impact of predictor choice on the INE oil futures volatility forecasting," Energy Economics, Elsevier, vol. 134(C).
- Li, Xiaoqian & Ma, Xiaoqi, 2023. "Jumps and gold futures volatility prediction," Finance Research Letters, Elsevier, vol. 58(PC).
- Albers, Stefan, 2023. "The fear of fear in the US stock market: Changing characteristics of the VVIX," Finance Research Letters, Elsevier, vol. 55(PA).
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