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
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
Chinese Journal of Management Science . 2015, (10): 19 -29 .  DOI: 10.16381/j.cnki.issn1003-207x.2015.10.003