Preprint

On non-linear dependence of multivariate subordinated Lévy processes

Elvira Di NardoDepartment of Mathematics “G. Peano”, University of Turin, ItalyMarina MarenaDepartment of Economics and Statistics, University of Turin, ItalyPatrizia SemeraroDepartment of Mathematical Sciences “G. Lagrange”, Politecnico di Torino, Italy

Statistics & Probability Lettersjournal2020en

ABI

Abstract

No abstract available.

Topics

Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis Stochastic processes and financial applications

Identifiers

DOI: 10.1016/j.spl.2020.108870

Citations and references

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