赫斯顿模型中的隐含高阶矩:以标准普尔500指数为例

{"title":"赫斯顿模型中的隐含高阶矩:以标准普尔500指数为例","authors":"F. Mehrdoust, Idin Noorani","doi":"10.1007/s10203-023-00396-z","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":43711,"journal":{"name":"Decisions in Economics and Finance","volume":"1 1","pages":"1-28"},"PeriodicalIF":1.4000,"publicationDate":"2023-05-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Implied higher order moments in the Heston model: a case study of S &P500 index\",\"authors\":\"F. Mehrdoust, Idin Noorani\",\"doi\":\"10.1007/s10203-023-00396-z\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":43711,\"journal\":{\"name\":\"Decisions in Economics and Finance\",\"volume\":\"1 1\",\"pages\":\"1-28\"},\"PeriodicalIF\":1.4000,\"publicationDate\":\"2023-05-10\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Decisions in Economics and Finance\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1007/s10203-023-00396-z\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"SOCIAL SCIENCES, MATHEMATICAL METHODS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Decisions in Economics and Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/s10203-023-00396-z","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"SOCIAL SCIENCES, MATHEMATICAL METHODS","Score":null,"Total":0}