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Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution
Wylomanska, Agnieszka
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Hugo Steinhaus Center for Stochastic Methods, …
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2011
Ornstein–Uhlenbeck process with tempered stable and
alpha-stable
distribution
, we need another measures of dependence defined …
Persistent link: https://www.econbiz.de/10010626140
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