Pages that link to "Item:Q2875522"

The following pages link to Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522):

Displaying 8 items.

• Geometric Brownian motion with tempered stable waiting times (Q452033) (← 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 risky asset model based on Lévy processes and asymptotically self-similar activity time processes with long-range dependence (Q2441148) (← links)
• Risk process with mixture of tempered stable inverse subordinators: analysis and synthesis (Q2692944) (← links)
• Empirical realities for a minimal description risky asset model. The need for fractal features (Q2762651) (← links)
• Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions (Q2893289) (← links)
• Student-like models for risky asset with dependence (Q2986696) (← links)