Author:
Zhu Song-Ping,Badran Alexander,Lu Xiaoping
Subject
Computational Mathematics,Computational Theory and Mathematics,Modelling and Simulation
Reference22 articles.
1. A new approach to the economic analysis of nonstationary time series and the business cycle;Hamilton;Econometrica,1989
2. Empirical performance of alternative option pricing models;Bakshi;Journal of Finance,1997
3. Jumps and stochastic volatility: exchange rate process implicit in deutsche mark options;Bates;Review of Financial Studies,1996
4. M. Chernov, A. Gallant, E. Ghysels, G. Tauchen, A new class of stochastic volatility models with jumps: theory and estimation, Technical Report, 1999.
5. Alternative models for stock price dynamics;Chernov;Journal of Econometrics,2003
Cited by
45 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献