NON-GAUSSIAN STATISTICS OF OIL PRICING TIME-SERIES: A CASE STUDY
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Publication:3573165
DOI10.1142/S0218348X10004683zbMath1190.62181OpenAlexW2004814630MaRDI QIDQ3573165
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Publication date: 30 June 2010
Published in: Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218348x10004683
Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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