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Applied Economics Letters Volume 28, 2021 - Issue 11
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Research Article

Forecasting stock market volatility using implied volatility: evidence from extended realized EGARCH-MIDAS model

Xinyu WuSchool of Finance, Anhui University of Finance and Economics, Bengbu, ChinaCorrespondence[email protected]
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Xiaona WangSchool of Finance, Anhui University of Finance and Economics, Bengbu, ChinaView further author information
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Haiyun WangSchool of Finance, Anhui University of Finance and Economics, Bengbu, ChinaView further author information
Pages 915-920 | Published online: 23 Jun 2020

References

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