中国科学院数学与系统科学研究院期刊网
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, (1): 36 -48 .  DOI: 10.12011/1000-6788-2017-1093-13