scientific article; zbMATH DE number 3164156
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Publication:3282360
Cited in
(9)- Stable modeling of value at risk
- Price equations with symmetric supply/demand; implications for fat tails
- Fat tails arise endogenously from supply/demand, with or without jump processes
- The quotient of normal random variables and application to asset price fat tails
- A structural jump threshold framework for credit risk
- scientific article; zbMATH DE number 7578267 (Why is no real title available?)
- Comparison of non-parametric and semi-parametric tests in detecting long memory
- Parallel cartoons of fractal models of finance
- Some confidence intervals arising from weak \(l_ p\) spaces
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