The following publications are possibly variants of this publication:
- Modelling and asset allocation for financial markets based on a stochastic volatility microstructure modelH. Peng, Y. Tamura, W. Gui, T. Ozaki. ijsysc, 36(6):315-327, 2005. [doi]
- An adaptive modeling and asset allocation approach to financial markets based on discrete microstructure modelYemei Qin, Hui Peng, YanHui Xi, Wenbiao Xie, Yapeng Sun, Xiaohong Chen. asc, 43:390-405, 2016. [doi]