高频环境下沪深300股指期货波动测度——基于已实现波动及其改进方法
龙瑞;谢赤;曾志坚;罗长青
Measurement of CSI 300 stock index futures volatility under high-frequency environment — Methods based on realized volatility and its modification
LONG Rui;XIE Chi;ZENG Zhi-jian;LUO Chang-qing
系统工程理论与实践
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2011, (5): 813
-822
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DOI: 10.12011/1000-6788(2011)5-813
