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This article proposed a stochastic volatility model with T-distribution leveraged (ASV-T model), the model can be used to reflect the leverage effect and the fat-tail effect exist in stock market. Through the statistics analysis of the model, it is proved that the model is workable and is best for the fitting of historical data. With empirical research on Chinese GEM index, it is further proved that...
A conceptual model of urban environmental crisis was proposed in this paper with three steps of abstract, simulation and characterization which was based on the description of four entities of government, organizations, the public and the media and three dimensions of economy, society and nature. Subsequently, urban environment crisis mechanism was dynamically analyzed from perspectives of the pressure,...
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