High-frequency volatility features, forecast model and performance evaluation

CHEN Lang-nan, YANG Ke

Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (2) : 296-307.

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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 ›› 2013, Vol. 33 ›› Issue (2) : 296-307. DOI: 10.12011/1000-6788(2013)2-296

High-frequency volatility features, forecast model and performance evaluation

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2013, 33(2): 296-307 https://doi.org/10.12011/1000-6788(2013)2-296

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