TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION
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Publication:5051522
DOI10.1017/S0266466621000268MaRDI QIDQ5051522
Won-Ki Seo, Brendan K. Beare, Alexis Akira Toda
Publication date: 23 November 2022
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.08010
Related Items (2)
The dynamics of Pareto distributed wealth in a small open economy ⋮ Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes
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