Time-Varying Parameter Realized Volatility Models
- 期刊名称Journal of Forecasting
- 作者Wang, Yudong; Pan, Zhiyuan; Wu, Chongfeng
- 印刷ISSN0277-6693
- 文件大小2157.63KB
- 发表时间2016
- DOI10.1002/for.2454
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