Search Results for author: Mei-Ling Cai

Found 1 papers, 0 papers with code

New volatility evolution model after extreme events

no code implementations10 Jan 2022 Mei-Ling Cai, Zhang-HangJian Chen, Sai-Ping Li, Xiong Xiong, Wei zhang, Ming-Yuan Yang, Fei Ren

Empirical study of the evolutionary behaviors of volatility after endogenous and exogenous events further demonstrates the descriptive power of our new model.

Descriptive

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