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Applied Economics Letters Volume 30, 2023 - Issue 7
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Research Article

Realized volatility forecasting based on rolling SW-SVR method: evidence from CSI 300 index

Hongliang LiSchool of Mathematics, Southwest Jiaotong University, Chengdu, Sichuan Province, PR ChinaView further author information
&
Gaoxiu QiaoSchool of Mathematics, Southwest Jiaotong University, Chengdu, Sichuan Province, PR ChinaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0001-5313-8044View further author information
ORCID Icon
Pages 975-980 | Published online: 30 Jan 2022

References

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