A paper accepted in 2012 is available.

Posted on November 14, 2013 by fumin zhu

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ARMA-GARCH TEMPERED STABLE is just published and available online.

My first publication

Posted on November 14, 2013 by fumin zhu

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CGMY过程下期权定价的蒙特卡罗模拟方法

A example of tail index analysis for high frequency trading data.

Posted on November 14, 2013 by fumin zhu

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EN(tailindexandscaling)