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	Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions
	Xi, Yanhui*; Peng, Hui
刊名	International Journal of Systems Science
	2018
卷号	49期号:8页码:1615-1626
关键词	Market microstructure model Markov Chain Monte Carlo heavy tail outlier scale mixtures of normal distributions
ISSN号	1464-5319
DOI	10.1080/00207721.2018.1464607
URL标识	查看原文
WOS记录号	WOS:000441054600003
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/3327847
专题	中南大学
作者单位	[Xi, Yanhui] Changsha Univ Sci & Technol, Hunan Prov Higher Educ Key Lab Power Syst Safety, Changsha, Hunan, Peoples R China.
推荐引用方式 GB/T 7714	Xi, Yanhui*,Peng, Hui. Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions[J]. International Journal of Systems Science,2018,49(8):1615-1626.
APA	Xi, Yanhui*,&Peng, Hui.(2018).Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions.International Journal of Systems Science,49(8),1615-1626.
MLA	Xi, Yanhui*,et al."Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions".International Journal of Systems Science 49.8(2018):1615-1626.

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