RT Journal T1 The Forecasting Analysis of HS300 Index based on HAR-CVX Model of High Frequency Data A1 LIU Xiao-qian, WANG Jian, WU Guang PB Chinese Journal of Management Science FD 2017-06-20 YR 2017 JF Chinese Journal of Management Science JO Chinese Journal of Management Science VO 25 IS 6 SP 1 DO 10.16381/j.cnki.issn1003-207x.2017.06.001 K1

volatility prediction;GARCH model;SV model;CVX;HAR-CVX model

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