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Time series analysis for financial market meltdowns
Kim, Young Shin; Rachev, Svetlozar T.; Bianchi, Michele … - 2010
Persistent link: https://www.econbiz.de/10009434438
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Tempered infinitely divisible distributions and processes
Bianchi, Michele Leonardo; Rachev, Svetlozar T.; Kim, … - 2011
Persistent link: https://www.econbiz.de/10009434494
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Tempered stable and tempered infinitely divisible GARCH models
Kim, Young Shin; Rachev, Svetlozar T.; Bianchi, Michele … - 2011
Persistent link: https://www.econbiz.de/10009434496