DEMN 发表于 2025-3-30 10:00:08
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http://reply.papertrans.cn/87/8632/863185/863185_52.pngNonthreatening 发表于 2025-3-30 19:00:59
Verna Nel,Mareli Hugo,Abraham R. Matamanda,Mark Oranje realized volatility and covariance with micro-market noise, 2008 [.]; Math Comput Simul 8:1272–1289, 2011 [.]; N Am J Econ Financ 26:282–309, 2013 [.]) for estimating integrated volatility and covariance using high-frequency data with market microstructure noise. The SIML estimator has reasonable aDorsal-Kyphosis 发表于 2025-3-30 22:48:54
Martin Magidi realized volatility and covariance with micro-market noise, 2008 [.]; Math Comput Simul 8:1272–1289, 2011 [.]; N Am J Econ Financ 26:282–309, 2013 [.]) for estimating integrated volatility and covariance using high-frequency data with market microstructure noise. The SIML estimator has reasonable aMagnificent 发表于 2025-3-31 04:22:20
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