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多變量複合卜瓦松跳躍擴散模型與高頻資料下之選擇權評價與投資組合策略之研究

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Table 1. Descriptive statistics of the Down Jones 30 components after the global financial crisis from 2 January 2008 to 31 December 20010
Table 2. Descriptive statistics of Down Jones 30 components before the global financial crisis from 3 January 2005 to 31 December 2007
Table 3. Number of jumps and cojumps in Down Jones 30 components after the global financial crisis from 2 January 2008 to 31 December 20010
Table 4. Number of jumps and cojumps in Down Jones 30 components before the global financial crisis from 3 January 2005 to 31 December 2007
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