Realized Volatility Forecasting: An Asymmetric Double Moving Average Model

Realized Volatility Forecasting: An Asymmetric Double Moving Average Model

Xiaojun LIU, Shouyang WANG, Haibin XIE

China Journal of Econometrics ›› 2022, Vol. 2 ›› Issue (4) : 930-945.

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中国科学院数学与系统科学研究院期刊网

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China Journal of Econometrics ›› 2022, Vol. 2 ›› Issue (4) : 930-945. DOI: 10.12012/CJoE2022-0040

Realized Volatility Forecasting: An Asymmetric Double Moving Average Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. China Journal of Econometrics, 2022, 2(4): 930-945 https://doi.org/10.12012/CJoE2022-0040

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