Stationary-increment Student and variance-gamma processes

By R. Finlay, Eugene Seneta. Journal of Applied Probability, 2006

55 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/62c5e2e1f204ef30d0eab03b5d5bc3c4f0700d73

Citations in the corpus

• The Variance-Gamma Distribution: A Review (2023, unknown): “The first is given in Finlay and Seneta [31].”