The HAR-type models with leverage and structural breaks and their applications to the volatility forecasting of stock market

GONG Xu, CAO Jie, WEN Fenghua, YANG Xiaoguang

Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (5) : 1113-1133.

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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 ›› 2020, Vol. 40 ›› Issue (5) : 1113-1133. DOI: 10.12011/1000-6788-2019-0561-21

The HAR-type models with leverage and structural breaks and their applications to the volatility forecasting of stock market

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2020, 40(5): 1113-1133 https://doi.org/10.12011/1000-6788-2019-0561-21

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