共 50 条
- [3] The Comparative Research of UHF-GARCH Type Models Based on Ultra High Frequency Data [J]. EPLWW3S 2011: 2011 INTERNATIONAL CONFERENCE ON ECOLOGICAL PROTECTION OF LAKES-WETLANDS-WATERSHED AND APPLICATION OF 3S TECHNOLOGY, VOL 3, 2011, : 300 - 302
- [6] Heterogeneous Volatility Information Content for the Realized GARCH Modeling and Forecasting Volatility [J]. STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, 2024,
- [10] Forecasting Volatility with Outliers in GARCH Models [J]. JOURNAL OF FORECASTING, 2008, 27 (07) : 551 - 565