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Cites work
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- Bilateral gamma distributions and processes in financial mathematics
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Encyclopedia of quantitative finance. 4 Volumes.
- Financial modeling under non-Gaussian distributions.
- Hidden Markov models in finance. Further developments and applications. Volume II
- scientific article; zbMATH DE number 1639859 (Why is no real title available?)
- Hyperbolic distributions in finance
- Infinitely Divisible Laws Associated with Hyperbolic Functions
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- Lévy processes, polynomials and martingales
- Measure Theory and Filtering
- Measuring and monitoring the efficiency of markets
- Processes of normal inverse Gaussian type
- SELF-DECOMPOSABILITY AND OPTION PRICING
- The Variance Gamma Process and Option Pricing
- Towards a theory of volatility trading
- Using transfer entropy to measure information flows between financial markets
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