带有时变杠杆效应的随机波动率模型参数估计及其应用
郝红霞, 胡红倩, 韩忠成, 林金官
Parameter Estimation and Applications for Stochastic Volatility Model with Time-Varying Leverage Effect#br#
HAO Hongxia, HU Hongqian, HAN Zhongcheng, LIN Jinguan
应用概率统计
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2024, (2): 264
-276
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DOI: 10.3969/j.issn.1001-4268.2024.02.003
