Shibor volatility forecast based on hidden Markov model EGARCH model

LIN Yu, CHEN Zhan, CHEN Yanxiang

Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (3) : 593-603.

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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 ›› 2016, Vol. 36 ›› Issue (3) : 593-603. DOI: 10.12011/1000-6788(2016)03-0593-11

Shibor volatility forecast based on hidden Markov model EGARCH model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2016, 36(3): 593-603 https://doi.org/10.12011/1000-6788(2016)03-0593-11

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