Found 7 Documents (Results 1–7)
Risky asset models with tempered stable fractal activity time. (English) Zbl 1305.60039
Reviewer: Johannes Muhle-Karbe (Zürich)
Student’s \(t\) vector random fields with power-law and log-law decaying direct and cross covariances. (English) Zbl 1279.60063
Reviewer: Nikolai N. Leonenko (Cardiff)
Fractal activity time models for risky asset with dependence and generalized hyperbolic distributions. (English) Zbl 1251.91062
Reviewer: Rudolf Gorenflo (Berlin)
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