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

    Stochastic volatility modeling of high-frequency CSI 300 index and dynamic jump prediction driven by machine learning by Xianfei Hui, Baiqing Sun, Indranil SenGupta, Yan Zhou, Hui Jiang

    Published 2023-01-01
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