Shang Jin
Biographic Data
| ID | 7543220 |
|---|---|
| NAME | Shang Jin |
| GIVEN NAMES | Shang |
| FAMILY NAME | Jin |
| SIGNATURE | JIN S |
| AFFILIATIONS | Zhejiang Gongshang University |
| ORCID | 0009-0002-7342-7884 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2023 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
Modelling returns volatility
The estimation and prediction of financial asset volatility are important in terms of theoretical and practical applications. Considering that low-frequency and high-frequency information plays an important role in volatility prediction, this article proposes a mixed-frequency model based on the momentum of predictability (MF-MoP). To illustrate the advantages of the proposed model, comparative research is conducted on the prediction accuracy of …
No prominent works on this page.
Modelling returns volatility
The estimation and prediction of financial asset volatility are important in terms of theoretical and practical applications. Considering that low-frequency and high-frequency information plays an important role in volatility prediction, this article proposes a mixed-frequency model based on the momentum of predictability (MF-MoP). To illustrate the advantages of the proposed model, comparative research is conducted on the prediction accuracy of …
Autoregressive conditional heteroskedasticity (1 works) · Computer Science (1 works) · Econometrics (1 works) · Economics (1 works) · Financial Risk and Volatility Modeling (1 works) · Forward volatility (1 works) · Market Dynamics and Volatility (1 works) · Mathematics (1 works) · Predictability (1 works) · Realized variance (1 works)