Estimation of volatility of CSI 300 index based on regime switching PTTGARCH model

YANG Jiping, FENG Yijun, WANG Hui

Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (9) : 2205-2215.

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Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (9) : 2205-2215. DOI: 10.12011/1000-6788(2016)09-2205-11

Estimation of volatility of CSI 300 index based on regime switching PTTGARCH model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2016, 36(9): 2205-2215 https://doi.org/10.12011/1000-6788(2016)09-2205-11

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