MULTISCALE STOCHASTIC VOLATILITY DRIVEN BY FRACTIONAL BROWNIAN MOTION
by: K. Narita Page: 79 - 139 Far East Journal of Theoretical Statistics Volume 39, Issue 2, Pages 79 - 139 (May 2012) Downloads: 453 Views: 1132
REGRESSION MODEL ON GAP TIMES UNDER RECURRENT EVENT DATA
by: Jin-Jian Hsieh Page: 141 - 161 Far East Journal of Theoretical Statistics Volume 39, Issue 2, Pages 141 - 161 (May 2012) Downloads: 394 Views: 1047