| 2010-06 |
Elucidating Asymmetric Volatility in Asset Returns and Optimizing Portfolio Choice Using Time-Changed Lévy Processes |
article |
說明頁(1658) |
| 2010-06 |
Elucidating Asymmetrical Volatility in Asset Returns and Optimizing Portfolio Choice Using Time-Changed Levy Processes |
article |
pdf(715) |
| 2009 |
資產報酬率波動度不對稱性與動態資產配置 |
thesis |
pdf(907) |
