INFORMATION FLOW DEPENDENCE IN FINANCIAL MARKETS (Q5147994)

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scientific article; zbMATH DE number 7303446
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English
INFORMATION FLOW DEPENDENCE IN FINANCIAL MARKETS
scientific article; zbMATH DE number 7303446

    Statements

    title
    INFORMATION FLOW DEPENDENCE IN FINANCIAL MARKETS (English)
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    author
    Markus Michaelsen
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    publication date
    29 January 2021
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    zbMATH Keywords
    Lévy processes
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    Lévy copulas
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    dependence modeling
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    weak multivariate subordination
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    variance gamma
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    simulated likelihood
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    Identifiers

    Mathematics Subject Classification ID
    91G15
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    60G51
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    62P05
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    62H05
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    zbMATH DE Number
    7303446
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    OpenAlex ID
    W3125659374
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