Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085 CN 61-1269/O1
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Chinese Journal of Engineering Mathematics
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中文
Parametric Estimation of Stochastic Volatility Models with Generalized Moment Method
ZHANG Xin-jun, CHEN Hua-zhu, JIANG Liang
Chinese Journal of Engineering Mathematics . 2019, (
6
): 611 -626 . DOI: 10.3969/j.issn.1005-3085.2019.06.001