New volatility evolution model after extreme events

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/85329

Title:	New volatility evolution model after extreme events
Authors:	Ming-Ling Cai Zhang-Hang Jiang Chen Sai-Ping Li Xiong Xiong Wei Zhang Ming-Yuan Yang Fei Ren
Issue Date:	2021-12-04
Relation:	CHAOS SOLITONS & FRACTALS 154, 111608
URI:	http://ir.sinica.edu.tw/handle/201000000A/85329
URL:	https://www.sciencedirect.com/science/article/pii/S0960077921009620
Appears in Collections:	物理研究所

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