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Predicting expected idiosyncratic volatility: Empirical evidence from ARFIMA, HAR, and EGARCH models
Chuxuan Xiao, Winifred Huang, David P. Newton
- School of Management
- Management
- Accounting, Finance & Law
- Centre for Research in Entrepreneurship and Innovation at Bath
- Centre for Governance, Regulation and Industrial Strategy
- Centre for Future of Work
- Centre for Sustainable Energy Systems (SES)
- Centre for Regenerative Design & Engineering for a Net Positive World (RENEW)
- IAAPS
- Centre for Climate Adaptation & Environment Research (CAER)
Research output: Contribution to journal › Article › peer-review