用于结合低频和高频推断的统一离散时间因子随机波动率与连续时间伊藤模型

Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency

Journal of Multivariate Analysis · 2022
被引 4
ABS 3
金融计量经济学随机波动率高频金融时间序列分析