Measurement of CSI 300 stock index futures volatility under high-frequency environment — Methods based on realized volatility and its modification

LONG Rui;XIE Chi;ZENG Zhi-jian;LUO Chang-qing

Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (5) : 813-822.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (5) : 813-822. DOI: 10.12011/1000-6788(2011)5-813
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Measurement of CSI 300 stock index futures volatility under high-frequency environment — Methods based on realized volatility and its modification

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2011, 31(5): 813-822 https://doi.org/10.12011/1000-6788(2011)5-813

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