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

LI Hongquan, ZHANG Xinxin

Journal of Systems Science and Mathematical Sciences ›› 2022, Vol. 42 ›› Issue (5) : 1200-1215.

PDF(658 KB)
中国科学院数学与系统科学研究院期刊网
PDF(658 KB)
Journal of Systems Science and Mathematical Sciences ›› 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

  • LI Hongquan, ZHANG Xinxin
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

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

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(658 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉