基于杠杆效应CARR模型的波动率预测

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1002-1566|36|1|51-58

ISSN: 1002-1566

Source: 数理统计与管理, Vol.36, Iss.1, 2017-01, pp. : 51-58

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Abstract