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LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS - MaRDI portal

LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS (Q3191830)

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LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS
scientific article

    Statements

    title
    LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS (English)
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    author
    Alexander Aue
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    Lajos Horváth
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    Clifford M. Hurvich
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    Philippe Soulier
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    publication date
    25 September 2014
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    cites work
    Q5560061
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    Heavy-Tail Phenomena
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    Identifiers

    Mathematics Subject Classification ID
    91B25
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    91G70
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    60F17
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    60G55
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    62F12
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    62M10
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    zbMATH DE Number
    6347621
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    arXiv ID
    1104.0841
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    OpenAlex ID
    W3123736780
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