基于不同风险特征的跳跃成分识别及其在波动率预测中的应用

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1008-5831|23|3|35-44

ISSN: 1008-5831

Source: 重庆大学学报:社会科学版, Vol.23, Iss.3, 2017-01, pp. : 35-44

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Abstract