基于真伪跳跃的~HAR~类波动预测模型研究

武艳华；石玉峰

Research on the Forecasting Performance of the HAR-Type Model Based on True and False Jumps

WU Yanhua；SHI Yufeng

应用概率统计 . 2020, (5): 467 -482 . DOI: 10.3969/j.issn.1001-4268.2020.05.003