中国股市波动率的广义周内特征及其预测模型

施雅丰, 艾春荣

A volatility model for Chinese stock market with generalized day-of-the-week effect

SHI Yafeng, AI Chunrong

系统工程理论与实践 . 2016, (8): 1918 -1927 . DOI: 10.12011/1000-6788(2016)08-1918-10