高频视角下中国股市动态VaR预测模型研究

陈王, 马锋, 魏宇, 林宇

Study of the Dynamic VaR Forecasting Model of Chinese Stock Market from High Frequency Perspective

CHEN Wang, MA Feng, WEI Yu, LIN Yu

运筹与管理 . 2020, (2): 184 -194 . DOI: 10.12005/orms.2020.0051