Subordinated market index models: A comparison
From MaRDI portal
Publication:1000425
DOI10.1023/A:1009650313980zbMath1153.91788MaRDI QIDQ1000425
Eckhard Platen, Svetlozar T. Rachev, Simon R. Hurst
Publication date: 6 February 2009
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
91B84: Economic time series analysis