Volatility modeling and prediction: the role of price impact

Ying Jiang, Yi Cao, Xiaoquan Liu, Jia Zhai

Research output: Journal PublicationArticlepeer-review

7 Citations (Scopus)
346 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Volatility modeling and prediction: the role of price impact'. Together they form a unique fingerprint.

Keyphrases

Economics, Econometrics and Finance