中国科学院数学与系统科学研究院期刊网
CJE
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, (3): 886 -904 .  DOI: 10.12012/CJoE2022-0067