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~language:"eng"
~person:"Li, Jinzhi"
~subject:"Manufacturing industries"
~subject:"Volatility"
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Li, Jinzhi
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Bayesian estimation of the stochastic volatility model with double exponential jumps
Li, Jinzhi
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 157-172
Persistent link: https://www.econbiz.de/10012549106
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2
Optimal hedge ratios based on Markov-switching dynamic copula models
Li, Jinzhi
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 55-74
Persistent link: https://www.econbiz.de/10011962417
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