合并低频与高频金融数据的统一离散时间和连续时间模型及统计推断

Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data

Journal of Econometrics · 2016
被引 54
人大 AABS 4
金融计量经济学波动率建模高频金融数据时间序列分析