Empirical results on Chinese financial markets show that these theories and methods can improve out-of-sample forecasting performance of traditional financial volatility models.
对中国金融市场的实证研究表明,这些理论能够有效地提高传统金融波动率模型的样本外预测性能。
参考来源 - 非线性金融波动率模型及其实证研究·2,447,543篇论文数据，部分数据来源于NoteExpress
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