基于四次幂差修正HAR模型的股指期货波动率预测
陈声利, 李一军, 关涛
Forecasting Realized volatility of Chinese Stock Index Futures based on Approved HAR Models with Median Realized Quarticity
CHEN Sheng-Li, LI Yi-Jun, GUAN Tao
中国管理科学
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2018, (1): 57
-71
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DOI: 10.16381/j.cnki.issn1003-207x.2018.01.006
