Subordinated market index models: A comparison

DOI10.1023/A:1009650313980zbMath1153.91788OpenAlexW1549477904MaRDI QIDQ1000425

Svetlozar T. Rachev, Eckhard Platen, Simon R. Hurst

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009650313980

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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