引入外部冲击的中国铜期货市场高频波动率建模与预测
朱学红, 邹佳纹, 韩飞燕, 谌金宇
Forecasting and Modeling of China's Nonferrous Metal Futures Market Volatility Based on the Introduction of External shocks: Taking Copper as Example
ZHU Xue-hong, ZOU Jia-wen, HAN Fei-yan, CHEN Jin-yu
中国管理科学
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2018, (9): 52
-61
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DOI: 10.16381/j.cnki.issn1003-207x.2018.09.006
