|
基于门限预平均已调整多次幂变差的可积波动估计及其应用
A new estimation for integrated volatility based on threshold pre-averaging modulated multi-power variation and its application
系统工程理论与实践
.
2019, (4): 946
-969
.
DOI: 10.12011/1000-6788-2018-2059-24
|
|
