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中国科学院数学与系统科学研究院期刊网
ISSN 1000-6788 CN 11-2267/N
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中文
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