Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models

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Publication:3111058

DOI10.1239/aap/1324045701zbMath1234.60055OpenAlexW2023712203MaRDI QIDQ3111058

Martin Moser, Robert Stelzer

Publication date: 17 January 2012

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1324045701




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