共 16 条
[1]
Alexander C., 2001, MARKET MODELS
[2]
[Anonymous], 3 STOCH MOD TECHN DA
[3]
Beck C., 2008, ANOMALOUS TRANSPORT
[4]
Bouchard J.-F., 2009, THEORY FINANCIAL RIS
[6]
Cízek P, 2011, STATISTICAL TOOLS FOR FINANCE AND INSURANCE, SECOND EDITION, P101
[7]
Forbes C., 2011, STAT DISTRIBUTIONS
[8]
Approaching complexity by stochastic methods: From biological systems to turbulence
[J].
PHYSICS REPORTS-REVIEW SECTION OF PHYSICS LETTERS,
2011, 506 (05)
:87-162
[9]
Kantz H., 2004, Nonlinear Time Series Anaysis, V2nd
[10]
Press W. H., 1992, Numerical Recipes in C: The Art of Scientific Computing, V2nd