中国科学院数学与系统科学研究院期刊网
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, (5): 1113 -1133 .  DOI: 10.12011/1000-6788-2019-0561-21