The behavioral implications of the bilateral gamma process-Reference-Cited by-同舟云学术

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The behavioral implications of the bilateral gamma process

Published:2018-06 Issue: Volume:500 Page:259-264
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Xie Haibin,Wang Shouyang,Lu Zudi

Funder

National Natural Science Foundation of China

MOE (Ministry of Education in China) Project of Humanities and Social Science

Program for Young Excellent Talents, UIBE

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference18 articles.

1. Theory of Speculation;Bachelier,1900

2. A subordinate stochastic process model with finite variance for speculative prices;Clark;Econometrica,1973

3. Exponentially decreasing distributions for the logarithm of particle size;Barndorff-Nielsen;Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci.,1977

4. The variance gamma (V.G) model for share market returns;Madan;J. Bus.,1990

5. The fine structure of asset returns: An empirical investigation;Carr;J. Bus.,2002

Cited by 3 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

1. A Large Class of Bilateral Distributions for Financial Applications;2023

2. A time-discrete and zero-adjusted gamma process model with application to degradation analysis;Physica A: Statistical Mechanics and its Applications;2020-12

3. Nonlinear equity valuation using conic finance and its regulatory implications;Mathematics and Financial Economics;2018-07-03

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