基于长收益率序列信息的时变波动率估计及实证研究
王江艳; 林金官; 陈旭岚
The Estimation of Time Varying Volatility Based on the Long Stock Return Series with Its Application
WANG Jiangyan; LIN Jinguan; CHEN Xulan
应用概率统计
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2021, (5): 523
-543
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DOI: 10.3969/j.issn.1001-4268.2021.05.008
