Journal Article10.1016/j.intfin.2021.101481
Performance of intraday technical trading in China’s gold market
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TL;DR: In this paper , the predictive power of intraday technical trading in China's gold market is investigated by employing a 5-min intradays data from the most active futures contract listed on the Shanghai Futures Exchange covering the period spanning from 12th March 2018 to 10th March 2021.
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About: This article is published in Journal of International Financial Markets, Institutions and Money. The article was published on 01 Jan 2022. The article focuses on the topics: Futures contract & Portfolio.
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Citations
Intraday Volatility Predictability in China Gold Futures Market: The Case of Last Half-hour Realized Volatility Forecasting
TL;DR: In this article , the intraday realized volatility (RV) forecasting of gold futures in China is investigated, where the authors decompose the whole trading period into several intervals and show that gold futures RVs in day trading intervals can predict the RV in LH, with RV in ROD interval having stronger predictive power.
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