The Volatility Forecasting and VaR Measurement of Chinese Stock Market Based on Generalized Realized Measures
BAI Juanjuan, SHI Rongrong
Journal of System Science and Mathematical Science Chinese Series ›› 2021, Vol. 41 ›› Issue (3) : 653-666.
The Volatility Forecasting and VaR Measurement of Chinese Stock Market Based on Generalized Realized Measures
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