STOCHASTIC VOLATILITY MODELS AND THEIR APPLICATION TO GERMAN DAX DATA
- 期刊名称Fluctuation and Noise Letters
- 作者REMER, RALF; MAHNKE, REINHARD
- 卷第4卷
- 期第4期
- 印刷ISSN0219-4775
- 电子ISSN1793-6780
- 文件大小468.19KB
- 发表时间2004-12
- DOI10.1142/S0219477504002166
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