The Forecasting Performance of the High-Frequency Volatility Models Based on Errors and Markov Regime-Switching

LI Hongquan, ZHANG Xinxin

Journal of System Science and Mathematical Science Chinese Series ›› 2022, Vol. 42 ›› Issue (5) : 1200-1215.

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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 System Science and Mathematical Science Chinese Series ›› 2022, Vol. 42 ›› Issue (5) : 1200-1215. DOI: 10.12341/jssms21557

The Forecasting Performance of the High-Frequency Volatility Models Based on Errors and Markov Regime-Switching

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2022, 42(5): 1200-1215 https://doi.org/10.12341/jssms21557

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