Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from China's stock market
- 期刊名称Finance Research Letters
- 作者Ping, Yuan; Li, Rui
- 印刷ISSN1544-6123
- 文件大小229.15KB
- 发表时间2017-10
- DOI10.1016/j.frl.2017.10.028
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