Parameter estimation of CNY exchange rates of jump-diffusion model using mixed algorithm of jump identification and MCMC

被引：0
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作者：
Yang, Rui-Cheng [1 ,2 ]
Qin, Xue-Zhi [2 ]
Zhou, Ying-Ying [2 ]
机构：
[1] School of Mathematics and Information, Ludong University, Yantai 264025, China
[2] School of Management, Dalian University of Technology, Dalian 116024, China
来源：
Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice | 2010年 / 30卷 / 12期
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页码：2165 / 2171
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