基于HAR模型的上证50ETF波动率指数特征及应用研究

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1674-2265|volume|7|47-52

ISSN: 1674-2265

Source: 金融发展研究, Vol.volume, Iss.7, 2017-01, pp. : 47-52

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Abstract