High-frequency volatility features, forecast model and performance evaluation

被引：0
|
作者：
Chen, Lang-Nan [1 ]
Yang, Ke [2 ]
机构：
[1] Institute for Economics, Lingnan College, Sun Yat-sen University, Guangzhou 510275, China
[2] College of Economics and Management, South China Agricultural University, Guangzhou 510642, China
来源：
Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice | 2013年 / 33卷 / 02期
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页码：296 / 307
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