加权已实现极差四次幂变差分析及其应用

唐勇, 刘微

Analysis of weighted realized range-based quadpower variation and its application

TANG Yong, LIU Wei

系统工程理论与实践 . 2013, (11): 2766 -2775 . DOI: 10.12011/1000-6788(2013)11-2766