Some further results on the tempered multistable approach (Q1627832)
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scientific article; zbMATH DE number 6987768
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Some further results on the tempered multistable approach |
scientific article; zbMATH DE number 6987768 |
Statements
Some further results on the tempered multistable approach (English)
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3 December 2018
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tempered multistable process
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non-stationarity
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dependence
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asymmetry
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kurtosis
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VaR
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characteristic function
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0.7854042649269104
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0.7756733298301697
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0.7686575055122375
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0.768366277217865
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0.754543125629425
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