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Volatility Forecasting and Return Prediction under Market Regimes: Evidence from High-Frequency Chinese Equity Data

Bibliographic record. Follow the original-source link for the publication.

Field Value
Topics volatility, research_methods
Authors Xinyue Fang, Robert Ślepaczuk
Published 2026-06-08
Source arXiv Quantitative Finance History
Identifiers arxiv:2606.09478
URL Open original source

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