基于跳跃、好坏波动率和马尔科夫状态转换的高频波动率模型预测
蔡光辉，应雪海
The Forecasting Performance of the High-Frequency Volatility Models Based on Jumps, Good-Bad Volatility and Markov Regime-Switching
CAI Guanghui,YING Xuehai
系统科学与数学
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2020, (3): 521
-546
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DOI: 10.12341/jssms13835
