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

Annotatsiya

Annotatsiya mavjud emas.

Mavzular

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

Identifikatorlar

DOI: 10.1016/j.spl.2020.108870

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