Asosiy kontentga oʻtish
AkademIndex

Xizmatlar

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 SemeraroPolytechnic University of Turin
Statistics & Probability Lettersjournal2020en
Ochiq kirishYashil
ABI

Annotatsiya

Annotatsiya mavjud emas.

Mavzular

Financial Risk and Volatility ModelingComplex Systems and Time Series AnalysisStochastic processes and financial applications

Identifikatorlar

DOI
10.1016/j.spl.2020.108870

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