Optimal weight for Realized variance Based on Intermittent High-Frequency Data
Optimal weight for Realized variance Based on Intermittent High-Frequency Data
复制标题
基于间歇高频数据的已实现方差的最优权重
DOI:
--
复制
发表时间:
2012
影响因子:
1.2
通讯作者:
Takayuki Morimoto
中科院分区:
文献类型:
--
作者:
Hiroki Masuda;Takayuki Morimoto