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
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Chinese Journal of Management Science
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中文
GAS-SKST-F Model and Its Application in High Frequency Multivariate Volatility Forecast
LU Wan-bo, KANG Jing-hao
Chinese Journal of Management Science . 2022, (
1
): 77 -87 . DOI: 10.16381/j.cnki.issn1003-207x.2019.1105
