基于ARMA-GARCH-SN模型的沪深300股指期货日内波动率研究与预测
王苏生, 王俊博, 许桐桐, 余臻
Volatility Research and Forecast on CSI 300 Index Futures byUsing the ARMA-GARCH-SN Model
WANG Shu-sheng, WANG Jun-bo, XU Tong-tong, YU Zheng
运筹与管理
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2018, (4): 153
-161
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DOI: 10.12005/orms.2018.0097
