基于杠杆效应和结构突变的HAR族模型及其对股市波动率的预测研究
龚旭, 曹杰, 文凤华, 杨晓光
The HAR-type models with leverage and structural breaks and their applications to the volatility forecasting of stock market
GONG Xu, CAO Jie, WEN Fenghua, YANG Xiaoguang
系统工程理论与实践
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2020, (5): 1113
-1133
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DOI: 10.12011/1000-6788-2019-0561-21
