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LIU ZHI [1]
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Book chapter [1]
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2013 [1]
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統計學評論 [1]
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非同步交易帶跳高頻數據下的協變差估計
Book chapter
出自: 統計學評論, 北京:經濟科學出版社, 2013, 页码:67-77
Authors:
Liu, Z.
;
Zhong, H. C.
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Submit date：2022/07/27
高頻數據
跳躍
半鞅過程
協變差估計
交易非同步性
風險管理
CAPM模型
