Realized real-time multiplicative error model based on high-frequency financial data

Zhimin WU, Guanghui CAI

Systems Engineering - Theory & Practice ›› 2025, Vol. 45 ›› Issue (6) : 2013-2032.

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Systems Engineering - Theory & Practice ›› 2025, Vol. 45 ›› Issue (6) : 2013-2032. DOI: 10.12011/SETP2023-2399

Realized real-time multiplicative error model based on high-frequency financial data

  • Zhimin WU1,2(Email), Guanghui CAI1,*(Email)
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2025, 45(6): 2013-2032 https://doi.org/10.12011/SETP2023-2399

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