Multivariate realized volatility forecasts of financial markets based on TVS-MHAR model

LUO Jiawen, CHEN Langnan

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Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (7) : 1677-1689. DOI: 10.12011/1000-6788(2018)07-1677-13

Multivariate realized volatility forecasts of financial markets based on TVS-MHAR model

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2018, 38(7): 1677-1689 https://doi.org/10.12011/1000-6788(2018)07-1677-13

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