An Interval Regression Model and Its Application in Forecasting Range-based Volatility of Chinese Stock Market

被引：0
|
作者：
Yang, Wei [1 ,2 ]
Han, Ai [1 ]
Wang, Shouyang [1 ]
机构：
[1] Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
[2] Shanxi Univ, Sch Math Sci, Taiyuan 030006, Shanxi, Peoples R China
来源：
INTERNATIONAL WORK-CONFERENCE ON TIME SERIES (ITISE 2014) | 2014年
关键词：
Conditional interval model; Interval-valued data; Dynamic range moldel; Volatility; Forecast;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：1006 / 1007
页数：2
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