STOCHASTIC SUBORDINATION - How a 'stochastic clock' may account for non-normal returns and stochastic volatility.
| Year of publication: |
1996
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|---|---|
| Authors: | Geman, Hélyette ; Ané, Thierry |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 9.1996, 9, p. 145-149
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