Subordinated a -stable OrnsteinUhlenbeck process as a tool for financial data description

By Joanna Janczura, S. Orzeł, A. Wyłomańska. 2011

74 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/b98fb163187428db4b644678f0e1c64da86e18e9