Volatility modeling and forecasting based on high frequency extreme value data

LIU Weiyi, JIANG Hanyu, ZHANG Tianwei, CHEN Wei

Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (12) : 3095-3111.

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Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (12) : 3095-3111. DOI: 10.12011/SETP2019-2691

Volatility modeling and forecasting based on high frequency extreme value data

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2020, 40(12): 3095-3111 https://doi.org/10.12011/SETP2019-2691

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