中国科学院数学与系统科学研究院期刊网
Volatility modeling and forecasting based on high frequency extreme value data
LIU Weiyi, JIANG Hanyu, ZHANG Tianwei, CHEN Wei
Systems Engineering - Theory & Practice . 2020, (12): 3095 -3111 .  DOI: 10.12011/SETP2019-2691