Datasets for testing the performances of jump diffusion models
نویسندگان
چکیده
منابع مشابه
Datasets for testing the performances of jump diffusion models
This article contains datasets related to the research article titled a novel jump diffusion model based on SGT distribution and its applications ("A novel jump diffusion model based on SGT distribution and its applications" (W.J. Xu, G.F. Liu, H.Y. Li, 2016) [1]). The datasets contain continuous composite daily percentage return values which are computed from the daily closing prices. Firstly,...
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ژورنال
عنوان ژورنال: Data in Brief
سال: 2017
ISSN: 2352-3409
DOI: 10.1016/j.dib.2016.11.014