1。Modeling the term structure of interest rates with general diffusion processes: A moment approximation approach
Journal of Economic Dynamics and Control,
Volume 33, Issue 1, January 2009,
Pages 65-77
Hideyuki Takamizawa, Isao Shoji
2。New hybrid methodology for stock volatility prediction
Expert Systems with Applications,
Volume 36, Issue 2, Part 1, March 2009,
Pages 1833-1839
Chih-Hsiung Tseng, Sheng-Tzong Cheng, Yi-Hsien Wang
感谢感谢zylion86的帮助
[此贴子已经被作者于2008-12-24 22:10:34编辑过]


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