Open AccessAn Empirical Study on the Day-of-the-Week Effect of China's Iron Ore Futures Based on the HAR-RV Model
Author(s) -
Yanming Cai,
Lanyuan Gu,
Bopei Nie
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v26i.2052
Subject(s) - volatility (finance) , futures contract , iron ore , autoregressive model , econometrics , economics , realized variance , financial economics , metallurgy , materials science