Author:
Liu Jian,Huang Yuying,Chang Chun-Ping
Funder
National Natural Science Foundation of China
the Provincial Natural Science Foundation of Hunan, China
the Scientific Research Project of Hunan Provincial Education Department in China
Subject
Industrial and Manufacturing Engineering,Strategy and Management,General Environmental Science,Renewable Energy, Sustainability and the Environment
Reference40 articles.
1. Studies of stock price volatility changes;Black,1976
2. Generalized autoregressive conditional heteroskedasticity;Bollerslev;J. Econom.,1986
3. Estimation methods for stochastic volatility models: a survey;Broto;J. Econ. Surv.,2004
4. The role of jumps and leverage in forecasting volatility in international equity markets;Buncic;J. Int. Money Financ.,2017
5. Research on information flow of EU ETS based on DGC-MSV-t model (in Chinese);Chang;Soft Sci.,2017
Cited by
30 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献