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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