The Volatility Forecasting and VaR Measurement of Chinese Stock Market Based on Generalized Realized Measures

BAI Juanjuan, SHI Rongrong

Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (3) : 653-666.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (3) : 653-666. DOI: 10.12341/jssms20218

The Volatility Forecasting and VaR Measurement of Chinese Stock Market Based on Generalized Realized Measures

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2021, 41(3): 653-666 https://doi.org/10.12341/jssms20218

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