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Liquidity effects on oil volatility forecasting: From fintech perspective

Fin-tech is an emerging field, inspiring revolutionary innovations in the financial field. It may initiate the evolutionary episode of the financial research, where volatility forecasting is a crucial topic in finance. For forecasting volatility, GARCH model is a prevailing model, however, further i...

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Detalles Bibliográficos
Autores principales: Ding, Shusheng, Cui, Tianxiang, Zhang, Yongmin, Li, Jiawei
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8629280/
https://www.ncbi.nlm.nih.gov/pubmed/34843538
http://dx.doi.org/10.1371/journal.pone.0260289