Du, Juan; Leonenko, Nikolai; Ma, Chunsheng; Shu, Hong Hyperbolic vector random fields with hyperbolic direct and cross covariance functions. (English) Zbl 1266.60067 Stochastic Anal. Appl. 30, No. 4, 662-674 (2012). Reviewer: Almut Veraart (London) MSC: 60G12 60G60 60G15 42A82 × Cite Format Result Cite Review PDF Full Text: DOI
Leonenko, N. N.; Petherick, S.; Sikorskii, A. Fractal activity time models for risky asset with dependence and generalized hyperbolic distributions. (English) Zbl 1251.91062 Stochastic Anal. Appl. 30, No. 3, 476-492 (2012). Reviewer: Rudolf Gorenflo (Berlin) MSC: 91G20 60G18 60G10 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Leonenko, N. N.; Petherick, S.; Sikorskii, A. A normal inverse Gaussian model for a risky asset with dependence. (English) Zbl 1236.91135 Stat. Probab. Lett. 82, No. 1, 109-115 (2012). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G20 60G18 60G10 62M10 × Cite Format Result Cite Review PDF Full Text: DOI