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- W2362743624 abstract "In this paper,we explore the economic role of the jump part in the jump-diffusion model,classify the causes of jump,and accordingly generalize the two-dimension jump diffusion model with the introduction of correlated Possion process to describe the jumps of different markets.And with the generalized multi-model,we conduct some co-movement analysis on H-Shares and A-Shares,as while as get economic explanation to the statistic results of news data." @default.
- W2362743624 created "2016-06-24" @default.
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- W2362743624 date "2010-01-01" @default.
- W2362743624 modified "2023-09-26" @default.
- W2362743624 title "STUDYING THE CO-MOVEMENTS OF STOCK MARKETS BASED ON A TWO-DIMENSION JUMP DIFFUSION MODEL" @default.
- W2362743624 hasPublicationYear "2010" @default.
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