中国科学技术大学 zhangshuguang--Home-- Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets, Romanian Statistical Review, 2015, 63(1): 57-70

张曙光

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Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets, Romanian Statistical Review, 2015, 63(1): 57-70

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Pre One:Dynamic asset allocation with loss aversion in a jump diffusion model, Acta Mathematicae Applicatae Sinica, 2015, 31(2): 557-566

Next One:Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment, Journal of Systems Science and Complexity--English Series, 2015, 28(1): 144-155