Stochastic volatility modeling of high-frequency CSI 300 index and dynamic jump prediction driven by machine learning
Author:
Affiliation:
1. School of Management, Harbin Institute of Technology, Harbin 150001, China
2. Department of Mathematics, North Dakota State University, Fargo ND 58108-6050, USA
3. College of Management and Economics, Tianjin University, Tianjin 300072, China
Abstract
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
General Mathematics
Reference37 articles.
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