共 40 条
[2]
Andersen T.G., 2000, Risk Mag., V18, P105
[3]
Andersen T.G., 1999, Working Paper
[6]
ANDERSEN TG, 2006, REALIZED VOLATILITY
[7]
[Anonymous], 1995, STOCHASTIC INTEGRATI
[8]
BANDI F, 2007, REALIZED VOLATILITY
[10]
Bandi F.M., 2003, MICROSTRUCTURE NOISE