Forecasting CSI 300 volatility: The role of persistence, asymmetry, and distributional assumption in
- 所属机构名称:浙江财经学院
- 会议名称:6th International Conference on Business Intelligence and Financial Engineering, BIFE 2013
- 时间:2014
- 成果类型:会议
- 相关项目:可违约资产组合市场风险和信用风险集成度量模型及数值方法研究