引入测量误差和马尔科夫转换机制的高频波动率建模与预测

李红权, 张馨心

The Forecasting Performance of the High-Frequency Volatility Models Based on Errors and Markov Regime-Switching

LI Hongquan, ZHANG Xinxin

系统科学与数学 . 2022, (5): 1200 -1215 . DOI: 10.12341/jssms21557