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跳跃扩散型离散算术平均资产浮动执行价的回望买权定价 期刊论文
2014
左玲; 李时银; 丁海燕
收藏  |  浏览/下载:4/0  |  提交时间:2016/05/17
Conditional statistical properties of the complex systems having long-duration memory 期刊论文
http://dx.doi.org/10.1016/j.physa.2014.05.013, 2014
Huag, Zhifu; Ou, Congjie; Lin, Bihong; Su, Guozhen; Chen, Jincan; 林比宏; 苏国珍; 陈金灿
收藏  |  浏览/下载:8/0  |  提交时间:2015/07/22
Detecting Misspecifications in Autoregressive Conditional Duration Models and Non-negative Time-series Processes 期刊论文
http://www.wise.xmu.edu.cn/paperInfor.asp?id=188, 2013
Yongmiao Hong; Yoon-Jin Lee   
收藏  |  浏览/下载:3/0  |  提交时间:2013/11/08
ON MIXTURE MEMORY GARCH MODELS 期刊论文
http://dx.doi.org/10.1111/jtsa.12037, 2013
Li, Muyi; Li, Wai Keung; Li, Guodong; 李木易
收藏  |  浏览/下载:4/0  |  提交时间:2015/07/22
Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes 期刊论文
http://dx.doi.org/10.1111/j.1467-9892.2010.00681.x, 2011
Hong, Yongmiao; Lee, Yoon-Jin; 洪永淼
收藏  |  浏览/下载:3/0  |  提交时间:2015/07/22
分数阶倒向随机微分方程的建立 学位论文
2010, 2010
段菲
收藏  |  浏览/下载:3/0  |  提交时间:2016/02/14


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