The Volatility Forecasting of Chinese Stock Market under High-frequency Data Environment: Fusion Research Based on Machine Learning and HAR Model

Ke YANG, Zhoushen ZHANG, Fengping TIAN

China Journal of Econometrics ›› 2023, Vol. 3 ›› Issue (3) : 886-904.

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China Journal of Econometrics ›› 2023, Vol. 3 ›› Issue (3) : 886-904. DOI: 10.12012/CJoE2022-0067

The Volatility Forecasting of Chinese Stock Market under High-frequency Data Environment: Fusion Research Based on Machine Learning and HAR Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. China Journal of Econometrics, 2023, 3(3): 886-904 https://doi.org/10.12012/CJoE2022-0067

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