The Estimation of Time Varying Volatility Based on the Long Stock Return Series with Its Application

doi:10.3969/j.issn.1001-4268.2021.05.008

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CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2021, Vol. 37 ›› Issue (5) : 523-543. DOI: 10.3969/j.issn.1001-4268.2021.05.008

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The Estimation of Time Varying Volatility Based on the Long Stock Return Series with Its Application

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2021, 37(5): 523-543 https://doi.org/10.3969/j.issn.1001-4268.2021.05.008

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Published
2021-10-26
Issue Date
2021-11-11