【作者(必填)】Yuan H, Mu Y, Zhou Y.

【文题(必填)】 Leverage effect in high-frequency data with market microstructure

【年份(必填)】2020

【全文链接或数据库名称(选填)】Statistics and Its Interface, 2020, 13(1): 91-101.


https://www.intlpress.com/site/pub/pages/journals/items/sii/content/vols/0013/0001/a008/index.php?mode=ns