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The asymptotics of the integrated self-weighted cross volatility estimator
  • ISSN号：0378-3758
  • 期刊名称：JOURNAL OF STATISTICAL PLANNING AND INFERENCE
  • 时间：2013.10
  • 页码：1708-1718
  • 相关项目：高频数据下半鞅过程的统计推断
作者： Li, Cui-Xia|Liang, Xiao-Lin|Jing, Bing-Yi|Kong, Xin-Bing|
同期刊论文项目
高频数据下半鞅过程的统计推断
期刊论文 12
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