Chinese Journal of Management Science ›› 2018, Vol. 26 ›› Issue (1): 57-71.doi: 10.16381/j.cnki.issn1003-207x.2018.01.006
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CHEN Sheng-Li, LI Yi-Jun, GUAN Tao
Received:
2016-11-26
Revised:
2017-07-11
Online:
2018-01-20
Published:
2018-03-19
CLC Number:
CHEN Sheng-Li, LI Yi-Jun, GUAN Tao. Forecasting Realized volatility of Chinese Stock Index Futures based on Approved HAR Models with Median Realized Quarticity[J]. Chinese Journal of Management Science, 2018, 26(1): 57-71.
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