Open AccessVolatility Forecasting of Copper Futures Based on HAR-RV Model
Author(s) -
Ziyi Fang,
Chunming Zhao,
Zichun Zhong
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v26i.2034
Subject(s) - futures contract , volatility (finance) , futures market , economics , autoregressive model , econometrics , financial economics