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Economic modelling
China economic review : an international journal
30
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European journal of operational research : EJOR
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Pacific-Basin finance journal
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Accounting for the impact of higher order moments in foreign equity option pricing model
Xu, Weidong
;
Wu, Chongfeng
;
Li, Hongyi
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1726-1729
Persistent link: https://www.econbiz.de/10009271214
Saved in:
2
Foreign equity option pricing under stochastic volatility model with double jumps
Xu, Weidong
;
Wu, Chongfeng
;
Li, Hongyi
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1857-1863
Persistent link: https://www.econbiz.de/10009272421
Saved in:
3
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
Saved in:
4
Foreign equity option pricing under stochastic volatility model with double jumps
Xu, Weidong
;
Wu, Chongfeng
;
Li, Hongyi
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1857-1864
Persistent link: https://www.econbiz.de/10009017409
Saved in:
5
Accounting for the impact of higher order moments in foreign equity option pricing model
Xu, Weidong
;
Wu, Chongfeng
;
Li, Hongyi
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1726-1730
Persistent link: https://www.econbiz.de/10009017424
Saved in:
6
Forecasting energy consumption using a new GM-ARMA model based on HP filter : the case of Guangdong Province of China
Xu, Weijun
;
Gu, Ren
;
Liu, Youzhu
;
Dai, Yongwu
- In:
Economic modelling
45
(
2015
),
pp. 127-135
Persistent link: https://www.econbiz.de/10011334138
Saved in:
7
A new energy model to capture the behavior of energy price processes
Xu, Weijun
;
Sun, Qi
;
Xiao, Weilin
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1585-1591
Persistent link: https://www.econbiz.de/10009667202
Saved in:
8
An empirical estimation for mean-reverting coal prices with long memory
Sun, Qi
;
Xu, Weijun
;
Xiao, Weilin
- In:
Economic modelling
33
(
2013
),
pp. 174-181
Persistent link: https://www.econbiz.de/10010192000
Saved in:
9
Fuzzy possibilistic portfolio selection model with VaR constraint and risk-free investment
Li, Ting
;
Zhang, Weiguo
;
Xu, Weijun
- In:
Economic modelling
31
(
2013
),
pp. 12-17
Persistent link: https://www.econbiz.de/10009725814
Saved in:
10
Liquidity management of foreign exchange reserves in continuous time
Zhang, Dewei
;
Wang, Yiqi
;
Wang, Jingjing
;
Xu, Weidong
- In:
Economic modelling
31
(
2013
),
pp. 138-142
Persistent link: https://www.econbiz.de/10009725686
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