An improvement of jump diffusion model for Japan Nikkei 225 indexes and its application to estimating the stochastic volatility
2019 ◽
Vol 532
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pp. 121871
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2012 ◽
Vol 82
(10)
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pp. 1777-1785
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2015 ◽
Vol 280
◽
pp. 231-247
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2011 ◽
Vol 7
(3)
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pp. 230-238
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