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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