微观噪音下扩散模型波动函数的非参数设定检验及其应用
陈强, 刘伟强, 胡美娣
Nonparametric Specification Test for Volatility Function in Diffusion Model and Its Applications Under Microstructure Noise
CHEN Qiang, LIU Weiqiang, HU Meidi
应用数学学报
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2024, (3): 443
-463
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DOI: 10.20142/j.cnki.amas.202401053
