"Capital Allocation" endows us to study the probabilistic equilbrium reached from the expected movments of the Stock Market and Treasury Bond market. This equilbirium is employed to calculate the expected time scope in which the equilbrim can be expected. This gives the zenith of the oscillation...

In this paper, we study a generalised CIR process with externally-exciting and self-exciting jumps, and focus on the distributional properties and applications of this process and its aggregated process. The aim of the paper is to introduce a more general process that includes many models in the...