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Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty 期刊论文
JOURNAL OF EMPIRICAL FINANCE, 2021, 卷号: 62, 页码: 179-201
Authors:  Qiu, Yue;  Wang, Zongrun;  Xie, Tian;  Zhang, Xinyu
Favorite  |  View/Download:5/0  |  Submit date:2021/10/26
HARQ  Model averaging  &  nbsp  Bitcoin  Realized volatility  
基于波动率测量误差的波动率预测模型 期刊论文
系统工程理论与实践, 2018, 卷号: 038, 期号: 008, 页码: 1905
Authors:  李俊儒;  汪寿阳;  魏云捷
Favorite  |  View/Download:33/0  |  Submit date:2020/01/10