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A direct approach to risk approximation for vast portfolios under gross-exposure constraint using hi
  • ISSN号：1133-0686
  • 期刊名称：Test
  • 时间：2013
  • 页码：647-669
  • 相关项目：高频数据下半鞅过程的统计推断
作者： Kong Xin-Bing|
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高频数据下半鞅过程的统计推断
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