Congcong Wang, Rongda Chen. Forecasting CSI 300 Volatility: The Role of Persistence, Asymmetry, and Distributional Assumption in Garch Models. In Lean Yu, Rongda Chen, Shouyang Wang, editors, Sixth International Conference on Business Intelligence and Financial Engineering, BIFE 2013, Hangzhou, China, November 14-16, 2013. pages 355-358, IEEE, 2013. [doi]
Abstract is missing.