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	A novel jump diffusion model based On SGT distribution and its applications
	Xu, Weijun[1]; Liu, Guifang[1]; Li, Hongyi[2]
刊名	ECONOMIC MODELLING
	2016
卷号	59页码:74-92
关键词	Skewed generalized t distribution Jump diffusion model Bipower variation test Maximum likelihood estimation Volatility forecast
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/2194829
专题	华南理工大学
作者单位	1.[1]South China Univ Technol, Sch Business Adm, 381 Wushan Rd, Guangzhou 510640, Guangdong, Peoples R China 2.[2]Chinese Univ Hong Kong, Sch Business, Shatin, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Xu, Weijun[1],Liu, Guifang[1],Li, Hongyi[2]. A novel jump diffusion model based On SGT distribution and its applications[J]. ECONOMIC MODELLING,2016,59:74-92.
APA	Xu, Weijun[1],Liu, Guifang[1],&Li, Hongyi[2].(2016).A novel jump diffusion model based On SGT distribution and its applications.ECONOMIC MODELLING,59,74-92.
MLA	Xu, Weijun[1],et al."A novel jump diffusion model based On SGT distribution and its applications".ECONOMIC MODELLING 59(2016):74-92.

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