Fitting the variance-gamma model to financial data (Q4822460)
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scientific article; zbMATH DE number 2109919
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitting the variance-gamma model to financial data |
scientific article; zbMATH DE number 2109919 |
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Fitting the variance-gamma model to financial data (English)
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25 October 2004
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log returns
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testing for goodness of fit
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method of moments
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fractal activity time geometric Brownian motion
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