Optimal combinations of realised volatility estimators
Optimal combinations of realised volatility estimators
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DOI:
10.1016/j.ijforecast.2009.01.011
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发表时间:
2009-04
影响因子:
7.9
通讯作者:
Andrew J. Patton;Kevin Sheppard
中科院分区:
文献类型:
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作者:
Andrew J. Patton;Kevin Sheppard