The impact and profitability of day trading following the relaxation of day trading restrictions in Taiwan
The relaxation of day trading restrictions in Taiwan at the start of 2016 resulted in a
significant increase in day trading volume, which piqued our interest in researching the …
significant increase in day trading volume, which piqued our interest in researching the …
Improving Quantile Forecasts via Realized Double Hysteretic GARCH Model in Stock Markets
CWS Chen, CTH Chien - Computational Economics, 2024 - Springer
This research introduces a realized double hysteretic GARCH (R-dhGARCH) model with a
skew Student'st distribution designed to improve quantile forecasts by allowing regime …
skew Student'st distribution designed to improve quantile forecasts by allowing regime …