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

被引：0

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;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

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