Forecasting realized volatility of Chinese stock index futures based on jumps, good-bad volatility and Baidu index

CHEN Shengli, GUAN Tao, LI Yijun

Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (2) : 299-316.

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Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (2) : 299-316. DOI: 10.12011/1000-6788(2018)02-0299-18

Forecasting realized volatility of Chinese stock index futures based on jumps, good-bad volatility and Baidu index

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2018, 38(2): 299-316 https://doi.org/10.12011/1000-6788(2018)02-0299-18

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