Time series anomaly detection of Shanghai composite index based on realized volatility

ZHU Yingqiu, ZHANG Bo

Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (3) : 625-635.

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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 ›› 2021, Vol. 41 ›› Issue (3) : 625-635. DOI: 10.12011/SETP2019-2012

Time series anomaly detection of Shanghai composite index based on realized volatility

  • ZHU Yingqiu, ZHANG Bo
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2021, 41(3): 625-635 https://doi.org/10.12011/SETP2019-2012

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