Estimation of stochastic volatility models: An empirical study of China's stock market

被引：0
|
作者：
Wu, Xin-Yu [1 ]
Ma, Chao-Qun [2 ]
Wang, Shou-Yang [3 ]
机构：
[1] School of Finance, Anhui University of Finance and Economics, Bengbu 233030, China
[2] School of Business Administration, Hunan University, Changsha 410082, China
[3] Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China
来源：
Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice | 2014年 / 34卷 / 01期
关键词：
Stochastic systems;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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页码：35 / 44
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