Research on Prediction and Early Warning of A-Share Market Volatility Based on HAR-Type Models

Zhaohao WEI, Jichang DONG, Zhi DONG

Journal of Systems Science and Information ›› 2023, Vol. 11 ›› Issue (6) : 671-690.

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中国科学院数学与系统科学研究院期刊网
JSSI
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Journal of Systems Science and Information ›› 2023, Vol. 11 ›› Issue (6) : 671-690. DOI: 10.21078/JSSI-2023-0039
 

Research on Prediction and Early Warning of A-Share Market Volatility Based on HAR-Type Models

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Information, 2023, 11(6): 671-690 https://doi.org/10.21078/JSSI-2023-0039

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