| Variance-Gamma and Normal-Inverse Gaussian models: Goodness-of-fit to Chinese high-frequency index returns | |
| Goncu, Ahmet; Yang, Hao | |
| 刊名 | NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
 |
| 2016 | |
| 卷号 | 36页码:279-292 |
| 关键词 | Normal-Inverse Gaussian Generalized hyperbolic distribution Chinese high-frequency index returns Variance-Gamma |
| ISSN号 | 1062-9408 |
| 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/2951107 |
| 专题 | 西安交通大学 |
| 推荐引用方式 GB/T 7714 | Goncu, Ahmet,Yang, Hao. Variance-Gamma and Normal-Inverse Gaussian models: Goodness-of-fit to Chinese high-frequency index returns[J]. NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE,2016,36:279-292. |
| APA | Goncu, Ahmet,&Yang, Hao.(2016).Variance-Gamma and Normal-Inverse Gaussian models: Goodness-of-fit to Chinese high-frequency index returns.NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE,36,279-292. |
| MLA | Goncu, Ahmet,et al."Variance-Gamma and Normal-Inverse Gaussian models: Goodness-of-fit to Chinese high-frequency index returns".NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE 36(2016):279-292. |
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