Browsing International Conference by Subject "VARIANCE GAMMA"

Browsing International Conference by Subject "VARIANCE GAMMA"

Sort by: Order: Results:

  • Permana, Ferry Jaya; Lesmono, Julius Dharma; Chendra, Erwinna (2011)
    In this paper we discuss a class of Levy process which is called variance gamma (VG) to model the dynamics of Indonesian Stock Indices. There are some stock indices listed in Indonesia Stock Exchange (ISE), but in this ...

Search UNPAR-IR


Advanced Search

Browse

My Account