Volatility Forecasting of the Realized MAT-HAR GARCH Model Based on Threshold Effects

CAI Guanghui, WU Zhimin

Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (6) : 1548-1571.

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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 (6) : 1548-1571. DOI: 10.12341/jssms20394

Volatility Forecasting of the Realized MAT-HAR GARCH Model Based on Threshold Effects

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2021, 41(6): 1548-1571 https://doi.org/10.12341/jssms20394

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