Volatility forecasting models based on volatility measurement error

LI Junru, WANG Shouyang, WEI Yunjie

Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (8) : 1905-1918.

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Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (8) : 1905-1918. DOI: 10.12011/1000-6788(2018)08-1905-14

Volatility forecasting models based on volatility measurement error

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2018, 38(8): 1905-1918 https://doi.org/10.12011/1000-6788(2018)08-1905-14

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