The following pages link to (Q3838646):
Displayed 11 items.
- Selfdecomposable fields (Q521968) (← links)
- Stock returns and hyperbolic distributions (Q699418) (← links)
- Semi-parametric multivariate modelling when the marginals are the same (Q1403420) (← links)
- Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach (Q2241128) (← links)
- Weighted empirical processes in the nonparametric inference for Lévy processes (Q2439206) (← links)
- Spectral properties of superpositions of Ornstein-Uhlenbeck type processes (Q2583517) (← links)
- (Q4249426) (← links)
- Random rates of growth and return: introducing the expo-normal distribution (Q4781083) (← links)
- Modelling stylized features in default rates (Q5430337) (← links)
- Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density (Q5430349) (← links)
- Burgers' turbulence problem with linear or quadratic external potential (Q5697600) (← links)