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

YANG Rui-cheng;QIN Xue-zhi;ZHOU Ying-ying

Systems Engineering - Theory & Practice ›› 2010, Vol. 30 ›› Issue (12) : 2165-2171.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2010, Vol. 30 ›› Issue (12) : 2165-2171. DOI: 10.12011/1000-6788(2010)12-2165
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Parameter estimation of CNY exchange rates of jump-diffusion model using mixed algorithm of jump identification and MCMC

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2010, 30(12): 2165-2171 https://doi.org/10.12011/1000-6788(2010)12-2165

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