Multivariate factor-based processes with Sato margins
Marina Marena and Andrea Romeo, Patrizia Semeraro
| Year of publication: |
February 2018
|
|---|---|
| Authors: | Marena, Marina ; Romeo, Andrea ; Semeraro, Patrizia |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 21.2018, 1, p. 1-30
|
| Subject: | Multivariate asset models | Léevy processes | Sato processes | nonlinear dependence | Theorie | Theory | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S021902491850005X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011846491