A volatility model for Chinese stock market with generalized day-of-the-week effect

SHI Yafeng, AI Chunrong

Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (8) : 1918-1927.

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Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (8) : 1918-1927. DOI: 10.12011/1000-6788(2016)08-1918-10

A volatility model for Chinese stock market with generalized day-of-the-week effect

  • SHI Yafeng1,3, AI Chunrong2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2016, 36(8): 1918-1927 https://doi.org/10.12011/1000-6788(2016)08-1918-10

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