Multivariate elliptic processes

Cites Work

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Financial Modelling with Jump Processes
Title not available (Why is that?)
Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
Title not available (Why is that?)
Generalized Linear Models with Random Effects
Self-decomposability of the generalized inverse Gaussian and hyperbolic distributions
Time-reversible diffusions
Microstructure noise in the continuous case: the pre-averaging approach
Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
Student processes
Title not available (Why is that?)
Testing for jumps in a discretely observed process
Hedging life insurance contracts in a Lévy process financial market
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Diffusion-type models with given marginal distribution and autocorrelation function
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Semi-parametric modelling in finance: theoretical foundations
Continuous-time ARMA processes
Representations of continuous-time ARMA processes
Estimating Volatility in the Presence of Market Microstructure Noise: A Review of the Theory and Practical Considerations
𝜉-radial processes and random Fourier series
Estimating the tail-dependence coefficient: properties and pitfalls
An extension of Goldie's result and further results in infinite divisibility
Title not available (Why is that?)
Lévy processes and self-decomposability in finance
Some stationary processes in discrete and continuous time
A semi-parametric approach to risk management
Modelling dynamic portfolio risk using risk drivers of elliptical processes
Title not available (Why is that?)
Interplay between distributional and temporal dependence. An empirical study with high-frequency asset returns

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