Q3180864 (Q3180864): Difference between revisions

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Set profile property.
 
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Property / author
 
Property / author: Xiao-Li Gong / rank
Normal rank
 
Property / author
 
Property / author: Xin-Tian Zhuang / rank
Normal rank
 
Property / author
 
Property / author: Xiao-Li Gong / rank
 
Normal rank
Property / author
 
Property / author: Xin-Tian Zhuang / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Latest revision as of 10:03, 5 March 2024

scientific article
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scientific article

    Statements

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    6 January 2017
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    jump diffusion
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    jump intensity
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    volatility diffusion
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    mixed GARCH model
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    feedback effect
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