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
张传海
A new estimation for integrated volatility based on threshold pre-averaging modulated multi-power variation and its application
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系统工程理论与实践 . 2019, (4): 946 -969 .  DOI: 10.12011/1000-6788-2018-2059-24