中国科学院数学与系统科学研究院期刊网
Forecasting Chinese Stock Market Volatility: A Real-Time Realized EGARCH-MIDAS Model
Xinyu WU, An ZHAO, Haibin XIE, Chaoqun MA
China Journal of Econometrics . 2024, (1): 248 -273 .  DOI: 10.12012/CJoE2023-0069