中国科学院数学与系统科学研究院期刊网
高频股指期现货市场波动跳跃及跳跃溢出检验
朱莉,刘向丽
High-Frequency Data Stock Index Future-Spot Market Volatility Jumps and Jumps Overflow Test --- Based on EEMD and Wavelet Denoising
ZHU Li,LIU Xiangli
系统科学与数学 . 2017, (6): 1509 -1523 .  DOI: 10.12341/jssms13205