Pages that link to "Item:Q1715552"
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The following pages link to Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions (Q1715552):
Displaying 15 items.
- Correlating Lévy processes with self-decomposability: applications to energy markets (Q2064647) (← links)
- Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
- Dimension-wise scaled normal mixtures with application to finance and biometry (Q2146462) (← links)
- Calibration for weak variance-alpha-gamma processes (Q2176361) (← links)
- Correlated squared returns (Q2241899) (← links)
- Self-decomposability of weak variance generalised gamma convolutions (Q2289801) (← links)
- On some distributional properties of subordinated Gaussian random fields (Q2684935) (← links)
- Estimation and simulation for multivariate tempered stable distributions (Q3390458) (← links)
- MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS (Q4631692) (← links)
- Necessity of weak subordination for some strongly subordinated Lévy processes (Q5014298) (← links)
- INFORMATION FLOW DEPENDENCE IN FINANCIAL MARKETS (Q5147994) (← links)
- MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS (Q5148008) (← links)
- Building multivariate Sato models with linear dependence (Q5234317) (← links)
- WEAK SUBORDINATION OF MULTIVARIATE LÉVY PROCESSES (Q5244212) (← links)
- Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework (Q6490771) (← links)
