基于已实现波动率的ARFIMA模型在股指期货高频数据中的实证研究

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 2096-2762|volume|9|49-53

ISSN: 2096-2762

Source: 中国国际财经:中英文版, Vol.volume, Iss.9, 2016-01, pp. : 49-53

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract