基于外部信息冲击的符号跳跃变差高频波动率模型

龚谊洲, 黄苒

A high-frequency volatility model with signed jumps variation based on external information impact

GONG Yizhou, HUANG Ran

系统工程理论与实践 . 2019, (9): 2189 -2202 . DOI: 10.12011/1000-6788-2018-1546-14