×
验证码:
换一张
Forgotten Password?
Stay signed in
Login With UMPASS
English
|
繁體
Login With UMPASS
Log In
ALL
ORCID
TI
AU
PY
SU
KW
TY
JN
DA
IN
PB
FP
ST
SM
Study Hall
Image search
Paste the image URL
Home
Faculties & Institutes
Scholars
Publications
Subjects
Statistics
News
Search in the results
Faculties & Institutes
Faculty of Busin... [2]
Authors
JUN YU [2]
Document Type
Journal article [2]
Date Issued
2024 [2]
Language
英語English [2]
Source Publication
Journal of Time ... [2]
Indexed By
SCIE [2]
Funding Organization
Funding Project
×
Knowledge Map
UM
Start a Submission
Submissions
Unclaimed
Claimed
Attach Fulltext
Bookmarks
Browse/Search Results:
1-2 of 2
Help
Selected(
0
)
Clear
Items/Page:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
Sort:
Select
Journal Impact Factor Ascending
Journal Impact Factor Descending
Title Ascending
Title Descending
Author Ascending
Author Descending
Issue Date Ascending
Issue Date Descending
WOS Cited Times Ascending
WOS Cited Times Descending
Submit date Ascending
Submit date Descending
Fractional stochastic volatility model
Journal article
Shi, Shuping, Liu, Xiaobin, Yu, Jun. Fractional stochastic volatility model[J]. Journal of Time Series Analysis, 2024.
Authors:
Shi, Shuping
;
Liu, Xiaobin
;
Yu, Jun
Favorite
|
TC[WOS]:
2
TC[Scopus]:
2
IF:
1.2
/
1.4
|
Submit date：2024/06/03
Fractional Brownian Motion
Long Memory
Rough Volatility
Spectral Density
Stochastic Volatility
Variance–covariance Matrix
Fractional gaussian noise: Spectral density and estimation methods
Journal article
Shi, Shuping, Yu, Jun, Zhang, Chen. Fractional gaussian noise: Spectral density and estimation methods[J]. Journal of Time Series Analysis, 2024.
Authors:
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
Favorite
|
TC[WOS]:
0
TC[Scopus]:
0
IF:
1.2
/
1.4
|
Submit date：2024/06/03
Change-of-frequency
Fractional Brownian Motion
Fractional Gaussian Noise
Maximum Likelihood
Realised Volatility
Semi-parametric Method
Whittle Likelihood
