INFORMATION FLOW DEPENDENCE IN FINANCIAL MARKETS (Q5147994)
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scientific article; zbMATH DE number 7303446
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INFORMATION FLOW DEPENDENCE IN FINANCIAL MARKETS |
scientific article; zbMATH DE number 7303446 |
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INFORMATION FLOW DEPENDENCE IN FINANCIAL MARKETS (English)
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29 January 2021
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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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