Journal of Mathematical Finance

Vol.8 No.3(2018), Paper ID 86506, 13 pages

DOI:10.4236/jmf.2018.83035

 

Research on the Daily Volatility Measure Considering the Impact of Overnight Variance and Time Segment in Chinese Stock Market

 

Yu Shi, Handong Li

 

School of Systems Science, Beijing Normal University, Beijing, China
School of Systems Science, Beijing Normal University, Beijing, China

 

Copyright © 2018 Yu Shi, Handong Li et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Shi, Y. and Li, H. (2018) Research on the Daily Volatility Measure Considering the Impact of Overnight Variance and Time Segment in Chinese Stock Market. Journal of Mathematical Finance, 8, 549-561. doi: 10.4236/jmf.2018.83035.
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