Pages that link to "Item:Q2893289"

The following pages link to Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions (Q2893289):

Displaying 11 items.

• Intermittency of superpositions of Ornstein-Uhlenbeck type processes (Q505564) (← links)
• A normal inverse Gaussian model for a risky asset with dependence (Q654485) (← links)
• Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
• A generalized hyperbolic model for a risky asset with dependence (Q2231023) (← links)
• A risky asset model based on Lévy processes and asymptotically self-similar activity time processes with long-range dependence (Q2441148) (← links)
• Empirical realities for a minimal description risky asset model. The need for fractal features (Q2762651) (← links)
• Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522) (← links)
• The Student Subordinator Model with Dependence for Risky Asset Returns (Q2890083) (← links)
• An inverse gamma activity time process with noninteger parameters and a self-similar limit (Q2897153) (← links)
• Fractional Skellam processes with applications to finance (Q2939445) (← links)
• Student-like models for risky asset with dependence (Q2986696) (← links)