基于TVS-MHAR模型金融市场高频多元波动率的预测

罗嘉雯, 陈浪南

Multivariate realized volatility forecasts of financial markets based on TVS-MHAR model

LUO Jiawen, CHEN Langnan

系统工程理论与实践 . 2018, (7): 1677 -1689 . DOI: 10.12011/1000-6788(2018)07-1677-13