Open AccessVolatility Modeling and Prediction: The Role of Price Impact
Author(s) -
Ying Jiang,
Yi Cao,
Xiaoquan Liu,
Jia Zhai
Publication year - 2018
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3220929
Subject(s) - volatility (finance) , econometrics , economics , financial economics
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