中国科学院数学与系统科学研究院期刊网
基于门槛效应的Realized MAT-HAR GARCH模型波动预测
蔡光辉, 吴志敏
Volatility Forecasting of the Realized MAT-HAR GARCH Model Based on Threshold Effects
CAI Guanghui, WU Zhimin
系统科学与数学 . 2021, (6): 1548 -1571 .  DOI: 10.12341/jssms20394