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Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures markets

Volatility ModelingMultivariate Stochastic VolatilityFinancial EconomicsAsset PricingEngineeringPredictive AnalyticsQuantitative FinanceBusinessStock Market PredictionCsi 300ForecastingFinancial ForecastFutures MarketsStatisticsFinanceHigh-frequency Financial Econometrics