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	Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from China's stock market
	Yuan, Ping; Rui, Li
刊名	FINANCE RESEARCH LETTERS
	2018
卷号	25页码:222-229
关键词	Realized volatility Truncated two-scale Forecast
ISSN号	1544-6123
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/2919890
专题	西安交通大学
推荐引用方式 GB/T 7714	Yuan, Ping,Rui, Li. Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from China's stock market[J]. FINANCE RESEARCH LETTERS,2018,25:222-229.
APA	Yuan, Ping,&Rui, Li.(2018).Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from China's stock market.FINANCE RESEARCH LETTERS,25,222-229.
MLA	Yuan, Ping,et al."Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from China's stock market".FINANCE RESEARCH LETTERS 25(2018):222-229.

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