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Modeling Chinese stock returns with stable distribution[J] . Weidong Xu,Chongfeng Wu,Yucheng Dong,Weilin Xiao.Mathematical and Computer Modelling . 2011 (1)
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Smoothly truncated stable distributions, GARCH-models, and option pricing[J] . Christian Menn,Svetlozar T. Rachev.Mathematical Methods of Operations Research . 2009 (3)
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Tempering stable processes[J] . Jan Rosiński.Stochastic Processes and their Applications . 2006 (6)
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A forecast comparison of volatility models: does anything beat a GARCH(1,1)?[J] . Peter R.Hansen,AsgerLunde.J. Appl. Econ. . 2005 (7)
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Time-changed Lévy processes and option pricing[J] . Peter Carr,Liuren Wu.Journal of Financial Economics . 2003 (1)
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The Fine Structure of Asset Returns: An Empirical Investigation[J] . Peter Carr,Hélyette Geman,Dilip B. Madan,Marc Yor.The Journal of Business . 2002 (2)