基于极大重叠离散小波变换的金融高频数据波动率估计
秦喜文, 刘文博, 董小刚, 王纯杰, 李纯净
Volatility Estimation of Financial High Frequency Data Based on Maximum Overlap Discrete Wavelet Transform
QIN Xiwen, LIU Wenbo, DONG Xiaogang, WANG Chunjie, LI Chunjing
吉林大学学报(理学版)
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2014, (06): 1222
-1226
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