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	Sequential parameter learning for Lévy-driven volatility models
	Wu, Hengyu[1,5]; Zhu, Fumin[2]; Wen, Jinming[3]; Kim, Aaron[4]
	2017
卷号	37期号:3页码:556
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/4430045
专题	暨南大学
作者单位	1.[1] School of Management, Jinan University, Guangzhou, 510000, China 2.[2] College of Economics, Shenzhen University, Shenzhen, 518060, China 3.[3] Department of Mathematics and Statistics, McGill University, Montreal, PQ H3A 2K6, Canada 4.[4] College of Business, State University of New York at Stony Brook, New York, NY11794, United States 5.[5] Collaborative Innovation Center of Financial Security, Chengdu, 610000, China
推荐引用方式 GB/T 7714	Wu, Hengyu[1,5],Zhu, Fumin[2],Wen, Jinming[3],et al. Sequential parameter learning for Lévy-driven volatility models[J],2017,37(3):556.
APA	Wu, Hengyu[1,5],Zhu, Fumin[2],Wen, Jinming[3],&Kim, Aaron[4].(2017).Sequential parameter learning for Lévy-driven volatility models.,37(3),556.
MLA	Wu, Hengyu[1,5],et al."Sequential parameter learning for Lévy-driven volatility models".37.3(2017):556.

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