Fourier volatility forecasting with high-frequency data and microstructure noise
- 期刊名称Quantitative Finance
- 作者Barucci, Emilio; Magno, Davide; Mancino, Maria Elvira
- 卷第12卷
- 期第2期
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小414.64KB
- 发表时间2012-02
- DOI10.1080/14697680903413589
- 页码281-293
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