基于赋权修正测度的时变参数Realized HAR GARCH模型及其实证研究
项琳, 陈宇峰, 胡昊
Time-Varying Parameters Realized HAR GARCH with the Weighted Modified Information Volatility and Its Empirical Analysis
XIANG Lin, CHEN Yufeng, HU Hao
系统科学与数学
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2024, (7): 2060
-2087
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DOI: 10.12341/jssms22834
