金融市场Tsallis参数的估计及其应用

金融市场Tsallis参数的估计及其应用作者：彭大衡，廖锐，PENGDa-heng，LIAORui作者单位：广东商学院,金融学院,广东,广州,510320刊名：统计与信息论坛英文刊名：STATISTICS&INFORMATIONFORUM年，卷(期)：2010,25(6)参考文献(9条)1.MantegnaRN;StanleyHEScallingbehaviourinthedynamicsofaneconomicsindex[外文期刊]1995(6535)2.彭大衡基于改进的KMV模型的贷款组合管理研究[期刊论文]-广东商学院学报2009(02)3.BeckCDynamicalfoundationsofnonextensivestatisticalmechanics2001(18)4.KozukiN;FuchikamiNDynamicalmodeloffinancialmarkets:fluctuating'temperature'causesintermittentbehaviorofpricechanges[外文期刊]2003(1-2)5.TsallisCPossiblegeneralizationofboltzmann-gibbsstatistics1988(1-2)6.BorlandLAtheoryofnon-Gaussianoptionpricing[外文期刊]2002(02)7.BorlandLOptionpricingformulasbasedonanon-Guassianstockpricemodel2002(09)8.LuxTThestableParetianhypothesisandthefrequencyoflargereturns:anexaminationofmajorGermanstocks[外文期刊]19969.LoALongtermmemoryinstockmarketprices1991本文链接：