A bivariate infinitely divisible law for modeling the magnitude and duration of monotone periods of log‐returns

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Publication:6147749

DOI10.1111/stan.12166OpenAlexW2900351926WikidataQ128997547 ScholiaQ128997547MaRDI QIDQ6147749

Rodrigo B. Silva, Wagner Barreto-Souza

Publication date: 16 January 2024

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/stan.12166




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