Volatility Persistence and Model Choice in Cross-Market Volatility Forecasting

Cheng K, Qi X, Cheng Z, Lai L.

DOI: 10.21203/rs.3.rs-10244005/v1
Published: 2026-07-07
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Cite this work

BibTeX

@article{allodium:10.21203/rs.3.rs-10244005/v1,
  title = {Volatility Persistence and Model Choice in Cross-Market Volatility Forecasting},
  author = {Cheng K and  Qi X and  Cheng Z and  Lai L.},
  year = {2026},
  doi = {10.21203/rs.3.rs-10244005/v1},
  url = {https://doi.org/10.21203/rs.3.rs-10244005/v1}
}

RIS

TY  - JOUR
TI  - Volatility Persistence and Model Choice in Cross-Market Volatility Forecasting
AU  - Cheng K
AU  -  Qi X
AU  -  Cheng Z
AU  -  Lai L.
PY  - 2026
DO  - 10.21203/rs.3.rs-10244005/v1
UR  - https://doi.org/10.21203/rs.3.rs-10244005/v1
ER  -

APA

K, C., X, Q., Z, C., & L., L. (2026). Volatility Persistence and Model Choice in Cross-Market Volatility Forecasting. https://doi.org/10.21203/rs.3.rs-10244005/v1

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europe-pmc · retrieved 2026-09-25T22:48:21.355Z