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中文摘要：
利用非参数波动测度——已实现波动和已实现极差波动研究了上海股票市场的异质性现象，发现上海股票市场收益波动率的长记忆性主要是由短期交易者和长期交易者决定，并且已实现极差波动测度对股票收益波动的预测效果要好于已实现波动测度．
英文摘要：
Nonparametric volatility measurements--realized volatility and realized range-based volatility were used to test heterogeneous phenomenon of The Shanghai stock market. It was found that long-memory of return volatility was mainly attributed to short-term and long-term traders. Realized range-based volatility performed better than realized volatility in forecasting.
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