中国科学院数学与系统科学研究院期刊网
Analysis of Leverage Effect Based on High Frequency Data with Rounding Error Market Microstructure Noise
LIN Fuming, ZHOU Yong
Acta Mathematicae Applicatae Sinica . 2021, (1): 16 -30 .  DOI: 10.12387/C2021002