高频金融数据中协同跳跃的检验:基于首高-低-末价格的方法

Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices

Journal of Banking & Finance · 2018
被引 3
人大 A-ABS 3
高频金融金融计量跳跃检验资产定价