高频波动率矩阵估计的比较分析——基于有噪非同步的金融数据
赵树然, 姜亚萍, 任培民
Comparing Estimators of the High-Frequency Volatility Matrix in the Presence of Non-synchronous Trading and Market Microstructure Noise
ZHAO Shu-ran, JIANG Ya-ping, REN Pen-min
中国管理科学
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2015, (10): 19
-29
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DOI: 10.16381/j.cnki.issn1003-207x.2015.10.003
