S. Petherick

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions
Stochastic Analysis and Applications
2012-06-20Paper
The Student subordinator model with dependence for risky asset returns
Communications in Statistics. Theory and Methods
2012-06-08Paper
A normal inverse Gaussian model for a risky asset with dependence
Statistics & Probability Letters
2011-12-28Paper


Research outcomes over time


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