主管:中国科学院
主办:中国优选法统筹法与经济数学研究会
   中国科学院科技战略咨询研究院
Volatility Modeling in Consideration of the Co-jumps: Based on the Perspective of High-frequency Data
TANG Yong, LIN Xin
Chinese Journal of Management Science . 2015, (8): 46 -53 .  DOI: 10.16381/j.cnki.issn1003-207x.2015.08.006