Forecasting the realized volatility based on jump, jump intensity and regime switching in stock market

MA Feng, WANG Jiqian, GUO Yangli, LU Fei

Systems Engineering - Theory & Practice ›› 2023, Vol. 43 ›› Issue (2) : 371-382.

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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 ›› 2023, Vol. 43 ›› Issue (2) : 371-382. DOI: 10.12011/SETP2022-1606

Forecasting the realized volatility based on jump, jump intensity and regime switching in stock market

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2023, 43(2): 371-382 https://doi.org/10.12011/SETP2022-1606

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