Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Xianfei Hui"'
Publikováno v:
Electronic Research Archive, Vol 31, Iss 3, Pp 1365-1386 (2023)
This paper models stochastic process of price time series of $ CSI $ $ 300 $ index in Chinese financial market, analyzes volatility characteristics of intraday high-frequency price data. In the new generalized Barndorff-Nielsen and Shephard model, th
Externí odkaz:
https://doaj.org/article/3b7f99a3c41845c68735c824c06d597c
Publikováno v:
Nonlinear Dynamics. 111:3307-3325
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::93321804e824933e404da618bf03284c
https://doi.org/10.1007/s11071-022-08035-9
https://doi.org/10.1007/s11071-022-08035-9
This paper models stochastic process of price time series of $ CSI $ $ 300 $ index in Chinese financial market, analyzes volatility characteristics of intraday high-frequency price data. In the new generalized Barndorff-Nielsen and Shephard model, th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b6c79419b6f0614da4bc4b0fb3a9d258
