Chuxuan Xiao

Swansea University

Singleton Park

Swansea , Wales SA2 8PP

United Kingdom

Learn more about SSRN Profiles

SCHOLARLY PAPERS

1

DOWNLOADS

0

TOTAL CITATIONS

0

Feedback

Scholarly Papers (1)

Sort by:

Actions:

View:
Selected
Original List
All Versions Hide All Versions
All Abstracts Hide All Abstracts

(Rank)

Predicting Expected Idiosyncratic Volatilities: Empirical Evidence from ARFIMA, HAR, and EGARCH Models

Posted: 17 Oct 2023

Chuxuan Xiao, Winifred Huang and David Newton

Swansea University, University of Bath and University of Bath - School of Management

Abstract:

Feedback

All content on this site: Copyright © 2024 Elsevier Inc., its licensors, and contributors. All rights are reserved, including those for text and data mining, AI training, and similar technologies. For all open access content, the relevant licensing terms apply.

We use cookies to help provide and enhance our service and tailor content.

To learn more, visit .