2 作者:Vlaar, P.J.G. and Palm, F.C. (1993).
题目:“The Message in weekly exchange rates in the European monetary system: mean reversion, conditional heteroscedasticity, and jumps.” 期刊:Journal of Business and Economic Statistics, 11(3): 351–360.
3
作者:Ball, C.A. and Torous, W.N. (1983).
题目:‘‘A simplified jump process for common stock returns.’’
期刊:Journal of Financial and Quantitative analysis, 18(1): 53–65.
4
作者:Omberg, E. (1988).
题目:‘‘Efficient discrete time jump process models in option pricing.’’
期刊:Journal of Financiaand Quantitative Analysis, 23(2): 161–174.
[此贴子已经被作者于2008-11-13 17:15:58编辑过]


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