Forecasting price of financial market crash via a new nonlinear potential GARCH model

被引：0
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作者：
Xing, Dun-Zhong [1 ]
Li, Hai-Feng [3 ]
Li, Jiang-Cheng [2 ]
Long, Chao [2 ]
机构：
[1] Institute of Chinese Financial Studies of SWUFE, Southwestern University of Finance and Economics, Chengdu,610074, China
[2] School of Finance, Yunnan University of Finance and Economics, Kunming,650221, China
[3] School of Economics and Management, Changchun University of Technology, Changchun,130012, China
来源：
Physica A: Statistical Mechanics and its Applications | 2021年 / 566卷
关键词：
Forecasting;
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