An improvement of jump diffusion model for Japan Nikkei 225 indexes and its application to estimating the stochastic volatility
An improvement of jump diffusion model for Japan Nikkei 225 indexes and its application to estimating the stochastic volatility
复制标题
日本日经225指数跳跃扩散模型的改进及其在随机波动率估计中的应用
DOI:
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发表时间:
2019
期刊:
影响因子:
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通讯作者:
M. Namekawa and K. Shinkai
中科院分区:
文献类型:
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作者:
S. Kanagawa;M. Namekawa and K. Shinkai