共 50 条
- [5] The HAR-type models with leverage and structural breaks and their applications to the volatility forecasting of stock market [J]. Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice, 2020, 40 (05): : 1113 - 1133
- [7] Modeling and Forecasting the Realized Volatility of Bitcoin using Realized HAR-GARCH-type Models with Jumps and Inverse Leverage Effect [J]. SAINS MALAYSIANA, 2022, 51 (03): : 929 - 942