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

WU Ben, ZHANG Bo, ZHAO Lili

Systems Engineering - Theory & Practice ›› 2019, Vol. 39 ›› Issue (1) : 36-48.

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Systems Engineering - Theory & Practice ›› 2019, Vol. 39 ›› Issue (1) : 36-48. DOI: 10.12011/1000-6788-2017-1093-13

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

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2019, 39(1): 36-48 https://doi.org/10.12011/1000-6788-2017-1093-13

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