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Non-Gaussian OU Based Models and Some of their Uses in Financial Economics and Modelling by Levy Processes for Financial Econometrics.
Barndorff-Nielsen, O.E., (2000)
Processes of normal inverse Gaussian type
Barndorff-Nielsen, O.E., (1998)
HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS
Iglesias, Emma M., (2007)