tempered stable distribution. These lead to processes that are more realistic than the better known Brownian motion and stable … processes. Further, we introduce the diagonal tempered stable model, which is parsimonious but allows for rich dependence …

-domain restriction of autoregressive-moving average exogenous driving forces to arbitrary covariance stationary processes. Applied to the …

properties of the cryptocurrency bitcoin. By using two subordinated processes, NDIG captures both the skew and fat …

teachers’ course processes in higher education institutions. It emphasizes the importance of understanding how information … systems (IS) support not only individual tasks but also processes as a whole. The results reveal that process practices have … not been considered comprehensively and even core processes may be unseen. Design/methodology/approach A systematic …

. The GCHP was designed to reflect important characteristics of the behaviour of real-world price processes such as the …