上证综指的股指波动:基于模糊FEGARCH模型及不同分布假设的预测研究
侯利强, 杨善林, 王晓佳, 陈志强
The Shanghai Stock Index Volatility:Forecasting Research Based on Fuzzy FEGARCH Model and Different Distribution Hypothesis
HOU Li-qiang, YANG Shan-lin, WANG Xiao-jia, CHEN Zhi-qiang
中国管理科学
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2015, (6): 32
-40
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DOI: 10.16381/j.cnki.issn1003-207x.201.06.005
