基于混频已实现GARCH模型的波动预测与VaR度量

于孝建　王秀花

Mix Frequency Realized GARCH Models: The Forecast of Volatility and Measure of VaR

Yu Xiaojian & Wang Xiuhua

统计研究 . 2018, (1): 104 -116 . DOI: 10.19343/j.cnki.11-1302/c.2018.01.011