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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.

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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

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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)

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Hello world!

Posted on September 24, 2013 by fumin zhu
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Welcome to WordPress. This is your first post. Edit or delete it, then start blogging!

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