高频数据波动率非参数估计及窗宽选择

王江涛, 周勇

The non-parametric estimation of volatility in high frequency data and its bandwidth selection

WANG Jiangtao, ZHOU Yong

系统工程理论与实践 . 2018, (10): 2491 -2500 . DOI: 10.12011/1000-6788(2018)10-2491-10