Some further results on the tempered multistable approach
Olivier Le Courtois
| Year of publication: |
2018
|
|---|---|
| Authors: | Le Courtois, Olivier |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 25.2018, 2, p. 87-109
|
| Subject: | Tempered multistable process | Non-stationarity | Dependence | Asymmetry | Kurtosis | VaR | Characteristic function | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: Volume 26, Number 1, March 2019, Seite 127 |
| Other identifiers: | 10.1007/s10690-018-9240-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012032996