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Calibrating parametric exponential Lévy models to option market data by incorporating statistical moments priors.

, , , and . Expert Syst. Appl., 38 (5): 4816-4823 (2011)

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Deterministic factors of stock networks based on cross-correlation in financial market, , and . Physica A: Statistical Mechanics and its Applications, 383 (1): 139--146 (Sep 1, 2007)Calibrating parametric exponential Lévy models to option market data by incorporating statistical moments priors., , , and . Expert Syst. Appl., 38 (5): 4816-4823 (2011)Long-term memory and volatility clustering in high-frequency price changes, , and . Physica A: Statistical Mechanics and its Applications, 387 (5-6): 1247--1254 (Feb 15, 2008)Market efficiency in foreign exchange markets, , and . Physica A: Statistical Mechanics and its Applications, 382 (1): 209--212 (Aug 1, 2007)