中国科学院数学与系统科学研究院期刊网
Estimation of Calendar Effect in Microstructure Noise Using High-frequency Financial Data
SU Tao, ZHANG Zhiyuan
Acta Mathematicae Applicatae Sinica . 2024, (6): 892 -906 .  DOI: 10.20142/j.cnki.amas.202401073