@第{zbMATH07327200条，作者={Song，Xinyu and Kim，Donggyu and Yuan，Huiling and Cui，Xiangyu andLu，Zhiping and Zhou，Yong and Wang，Yazhen}，标题={已实现的波动性分析{加奇}-{It{\^o}}模型}，FJournal={计量经济学杂志}，期刊={经济杂志}，ISSN={0304-4076}，体积={222}，数字={1}，页码={393--410}，年份={2021}，语言={英语}，DOI={10.1016/j.jeconom.2020.07.007}，关键词={62P05,62M10,62F12}，zbMATH={7327200}，Zbl={1471.62498}}