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On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality. 期刊论文
Comm. Statist. Theory Methods, 2018, 卷号: Vol.47 No.21, 页码: 5346-5356
作者:  Deng, Xiang;  Yao, Jing
收藏  |  浏览/下载:9/0  |  提交时间:2019/02/28
Expected utility maximizers invest in three funds not in two: a Stein type identity for multivariate generalized hyperbolic distribution 学术活动
.Expected utility maximizers invest in three funds not in two: a Stein type identity for multivariate generalized hyperbolic distribution
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收藏  |  浏览/下载:2/0  |  提交时间:2019/10/31
Variance-Gamma and Normal-Inverse Gaussian models: Goodness-of-fit to Chinese high-frequency index returns 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2016, 卷号: 36, 页码: 279-292
作者:  Goncu, Ahmet;  Yang, Hao
收藏  |  浏览/下载:14/0  |  提交时间:2019/11/26
A High-Order Accurate Gas-Kinetic Scheme for One- and Two-Dimensional Flow Simulation 其他
2014-01-01
Liu, Na; Tang, Huazhong
收藏  |  浏览/下载:8/0  |  提交时间:2015/11/16
MULTI-STAGE FINANCIAL INDEX TRACKING MODEL UNDER GH DISTRIBUTION 期刊论文
PAKISTAN JOURNAL OF STATISTICS, 2013, 卷号: 29, 期号: [db:dc_citation_issue], 页码: 795-810
作者:  Cheng, Bei;  Chen, Zhiping;  Liu, Jia
收藏  |  浏览/下载:14/0  |  提交时间:2019/12/03
Hyperbolic vector random fields with hyperbolic direct and cross covariance functions 期刊论文
Stochastic Analysis and Applications, 2012, 卷号: 30, 期号: 4, 页码: 662-674
作者:  Du, Juan;  Leonenko, Nikolai*;  Ma, Chunsheng;  Shu, Hong
收藏  |  浏览/下载:11/0  |  提交时间:2019/12/04
Hyperbolic Vector Random Fields with Hyperbolic Direct and Cross Covariance Functions 期刊论文
STOCHASTIC ANALYSIS AND APPLICATIONS, 2012, 卷号: 30, 期号: 4
作者:  Du, Juan;  Leonenko, Nikolai;  Ma, Chunsheng;  Shu, Hong
收藏  |  浏览/下载:9/0  |  提交时间:2019/12/05
Pattern search for generalized hyperbolic distribution and financial risk measure 会议论文
2nd International Conference on Mechanical Engineering and Green Manufacturing, MEGM 2012, Chongqing, China, March 16, 2012 - March 18, 2012
作者:  Chen, Xiufang*;  Chen, Gaobo
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/27
ON BASIS PROPERTY OF A HYPERBOLIC SYSTEM WITH DYNAMIC BOUNDARY CONDITION 期刊论文
DIFFERENTIAL AND INTEGRAL EQUATIONS, 2005, 卷号: 18, 期号: 1, 页码: 35-60
作者:  Guo, Bao-Zhu;  Xu, Gen-Qi
收藏  |  浏览/下载:4/0  |  提交时间:2018/07/30
The Riemann Problem for a Two-Dimensional Hyperbolic System of Nonlinear Conservation Laws: Multiplication of Distribution Solutions 期刊论文
ZEITSCHRIFT FUR ANALYSIS UND IHRE ANWENDUNGEN, 1998, 卷号: 17, 期号: 3, 页码: 743-757
作者:  Hu, Jiaxin
收藏  |  浏览/下载:16/0  |  提交时间:2015/12/01


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