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subject:"Monte Carlo simulation"
~person:"Xu, Weijun"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
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Monte Carlo simulation
Statistical distribution
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
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Bipower variation test
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Fractional Ornstein-Uhlenbeck processes
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Jump diffusion model
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Malliavin calculus
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Xu, Weijun
Koopman, Siem Jan
5
Nadarajah, Saralees
4
Oluyede, Broderick
3
Abdallah, Anas
2
Asai, Manabu
2
Billé, Anna Gloria
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Boucher, Jean-Philippe
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Chen, Xiaohong
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A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
Saved in:
2
A new energy model to capture the behavior of energy price processes
Xu, Weijun
;
Sun, Qi
;
Xiao, Weilin
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1585-1591
Persistent link: https://www.econbiz.de/10009667202
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