Residential College | false |
Status | 已發表Published |
Estimating the spot volatility under infinite variation jumps with microstructure noise | |
LIU Qiang; LIU ZHI | |
2024-03-01 | |
Source Publication | The Econometrics Journal |
Indexed By | SSCI |
Language | 英語English |
Document Type | Journal article |
Collection | DEPARTMENT OF MATHEMATICS |
Corresponding Author | LIU ZHI |
Recommended Citation GB/T 7714 | LIU Qiang,LIU ZHI. Estimating the spot volatility under infinite variation jumps with microstructure noise[J]. The Econometrics Journal, 2024. |
APA | LIU Qiang., & LIU ZHI (2024). Estimating the spot volatility under infinite variation jumps with microstructure noise. The Econometrics Journal. |
MLA | LIU Qiang,et al."Estimating the spot volatility under infinite variation jumps with microstructure noise".The Econometrics Journal (2024). |
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