Terra Cognita

Stochastic volatility modeling of high-frequency CSI 300 index and dynamic jump prediction driven by machine learning

arxiv-nonexclusive link only — licence forbids redistribution arxiv 2022

Xianfei Hui, Baiqing Sun, Indranil SenGupta, Yan Zhou, Hui Jiang

arXiv preprint (q-fin.ST, q-fin.MF).

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