Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models
- 期刊名称SSRN Electronic Journal
- 作者Chen, Xiangjin Bruce; Gao, Jiti; Li, Degui; Silvapulle, Param
- 电子ISSN1556-5068
- 文件大小366.96KB
- 发表时间2013
- DOI10.2139/ssrn.2320312
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