| 2010-06 |
Elucidating Asymmetric Volatility in Asset Returns and Optimizing Portfolio Choice Using Time-Changed Lévy Processes |
article |
web page(1650) |
| 2010-06 |
Elucidating Asymmetrical Volatility in Asset Returns and Optimizing Portfolio Choice Using Time-Changed Levy Processes |
article |
pdf(712) |
| 2009 |
資產報酬率波動度不對稱性與動態資產配置 |
thesis |
pdf(907) |
