随机波动率模型的参数估计及对中国股市的实证

吴鑫育, 马超群, 汪寿阳

Estimation of stochastic volatility models: An empirical study of China's stock market

WU Xin-yu, MA Chao-qun, WANG Shou-yang

系统工程理论与实践 . 2014, (1): 35 -44 . DOI: 10.12011/1000-6788(2014)1-35