Special issue on statistical and computational methods in finance

被引：4

作者：

Amendola, Alessandra ^{[1
]}

Belsley, David ^{[2
]}

Kontoghiorghes, Erricos John ^{[3
]}

van Dijk, Herman K. ^{[4
]}

Omori, Yasuhiro ^{[5
]}

Zivot, Eric ^{[6
]}

机构：

[1] Univ Salerno, Salerno, Italy

[2] Boston Coll, Chestnut Hill, MA 02167 USA

[3] Univ Cyprus, Nicosia, Cyprus

[4] Erasmus Univ, NL-3000 DR Rotterdam, Netherlands

[5] Univ Tokyo, Tokyo, Japan

[6] Univ Washington, Seattle, WA 98195 USA

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2008年 / 52卷 / 06期

关键词：

D O I：

10.1016/j.csda.2007.12.010

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

引用

页码：2842 / 2845

页数：4

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