Processes of normal inverse Gaussian type
Ole E. Barndorff-Nielsen
| Year of publication: |
1998
|
|---|---|
| Authors: | Barndorff-Nielsen, Ole E. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 2.1998, 1, p. 41-68
|
| Subject: | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001230156