Finally, it makes the asymmetric estimation with high-frequency data in a specific period, using the method of realized volatility and the line model.
最后,在一个具体的时间段采用高频数据对不对称性作出估计,我们应用已实现波动率的方法并用线形模型做出了估计。
Finally, it makes the asymmetric estimation with high-frequency data in a specific period, using the method of realized volatility and the line model.
最后,在一个具体的时间段采用高频数据对不对称性作出估计,我们应用已实现波动率的方法并用线形模型做出了估计。
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