Stationary-increment Student and variance-gamma processes (Q3410925): Difference between revisions

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+Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
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+Normal Variance-Mean Mixtures and z Distributions
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+A risky asset model with strong dependence through fractal activity time
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+On the controversy over tailweight of distributions.
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+Student processes
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+Q2762651
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+On defining long-range dependence
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+The Variance Gamma Process and Option Pricing
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+Fitting the variance-gamma model to financial data
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+Weak convergence to fractional brownian motion and to the rosenblatt process
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+MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY
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+Skewed Normal Variance‐Mean Models for Asset Pricing and the Method of Moments
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