不规则时间序列波动率建模:高频与低频的统一

吴奔, 张波, 赵丽丽

Modeling volatility of irregularly spaced time series: Union of high-frequency and low-frequency data

WU Ben, ZHANG Bo, ZHAO Lili

系统工程理论与实践 . 2019, (1): 36 -48 . DOI: 10.12011/1000-6788-2017-1093-13