From an amendment to the microscopic structure of the noise factor , high frequency transaction based first-order deviation correction on data and adopt a step , an approach could estimate that 600188 YanZhou YCM " realized " volatility .
从修正市场微观结构的噪声因素出发，基于高频交易数据，同时采用一阶偏差修正方法估计了600188即兖州煤业的已实现波动率。
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