
The application of signed range to forecasting the volatility of financial
LIU Yi, QU Jianwen, DONG Xugao, ZHANG Lei
Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (9) : 2256-2270.
The application of signed range to forecasting the volatility of financial
volatility forecasting / HAR-RV model / signed range / MCS test {{custom_keyword}} /
Collection(s)
/
〈 |
|
〉 |