主管:中国科学院
主办:中国优选法统筹法与经济数学研究会
   中国科学院科技战略咨询研究院
The Volatility Estimation and VaR Measurement of China’s Copper Future Market: Based on Realized HAR GARCH Model Incorporating Generalized Realized Measures
CAI Guang-hui, XIANG Lin
Chinese Journal of Management Science . 2021, (11): 1 -12 .  DOI: 10.16381/j.cnki.issn1003-207x.2020.0763