Robust M-estimate of GJR Model with High Frequency Data

Jin-shan HUANG, Wu-qing WU, Zhao CHEN, Jian-jun ZHOU

Acta Mathematicae Applicatae Sinica(English Series) ›› 2015, Vol. 31 ›› Issue (3) : 591-606.

中国科学院数学与系统科学研究院期刊网
Acta Mathematicae Applicatae Sinica(English Series) ›› 2015, Vol. 31 ›› Issue (3) : 591-606. DOI: 10.1007/s10255-015-0488-y
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Robust M-estimate of GJR Model with High Frequency Data

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2015, 31(3): 591-606 https://doi.org/10.1007/s10255-015-0488-y

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