Processes of normal inverse Gaussian type
type: Item
instance of: scholarly article
title: Processes of normal inverse Gaussian type
zbMATH Open document ID: 0894.90011
published in: Finance and Stochastics
publication date: 1998-03-17T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60E99
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 1129632
zbMATH Keywords: background driving Lévy processes
zbMATH Keywords: long range dependence
zbMATH Keywords: Ornstein-Uhlenbeck type
zbMATH Keywords: selfdecomposability
zbMATH Keywords: stochastic volatility
author: Ole E. Barndorff-Nielsen
MaRDI profile type: Publication
full work available at URL: s007800050032
OpenAlex ID: W2148688139
DOI: 10.1007/S007800050032
description: scientific article; zbMATH DE number 1129632