从投资者资产配置的角度探讨了市场微观结构噪音条件下资产均衡价格波动率估计的重要性。
The importance for estimation of asset equilibrium price volatility considering market microstructure noise is analyzed from the perspective of asset allocation.
从投资者资产配置的角度探讨了市场微观结构噪音条件下资产均衡价格波动率估计的重要性。
The importance for estimation of asset equilibrium price volatility considering market microstructure noise is analyzed from the perspective of asset allocation.
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