机译:实现波动性预测和波动性溢出:来自中国有色金属期货的证据
East China Univ Sci & Technol Sch Business 130 Meilong Rd POB 114 Shanghai 200237 Peoples R China;
East China Univ Sci & Technol Sch Business 130 Meilong Rd POB 114 Shanghai 200237 Peoples R China;
Oregon State Univ Coll Business Corvallis OR 97331 USA;
East China Univ Sci & Technol Sch Business 130 Meilong Rd POB 114 Shanghai 200237 Peoples R China;
dynamic model averaging; heterogeneous autoregressive model; non-ferrous base metals; realized volatility forecast; shanghai futures exchange; volatility transmission;