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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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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