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subject:"Volatility"
~isPartOf:"Economic modelling"
~person:"Li, Hongyi"
~subject:"Regressionsanalyse"
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A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
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