<style face="normal" font="default" size="100%">Realized Volatility Forecasting and Volatility Spillovers: Evidence from Chinese Non-Ferrous Metals Futures</style>

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<style face="normal" font="default" size="100%">Realized Volatility Forecasting and Volatility Spillovers: Evidence from Chinese Non-Ferrous Metals Futures</style>

Drupal-Biblio

17

<style face="normal" font="default" size="100%">The Lead-Lag Relationship between the Spot and Futures Markets in China</style>

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<style face="normal" font="default" size="100%">Dynamic relation of Chinese stock price-volume pre- and post- the Split Share Structure Reform: New evidence from a two-state Markov-switching approach</style>