Liquidity effects on oil volatility forecasting: From fintech perspective.
Fin-tech is an emerging field, inspiring revolutionary innovations in the financial field. It may initiate the evolutionary episode of the financial research, where volatility forecasting is a crucial topic in finance. For forecasting volatility, GARCH model is a prevailing model, however, further i...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2021-01-01
|
| Series: | PLoS ONE |
| Online Access: | https://doi.org/10.1371/journal.pone.0260289 |