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Financial market models with Lévy processes and time-varying volatility
Kim, Young Shin; Rachev, Svetlozar T.; Bianchi, Michele … - In: Journal of banking & finance 32 (2008) 7, pp. 1363-1378
Persistent link: https://www.econbiz.de/10008057698
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Time series analysis for financial market meltdowns
Kim, Young Shin; Rachev, Svetlozar T.; Bianchi, Michele … - In: Journal of banking & finance 35 (2011) 8, pp. 1879-1892
Persistent link: https://www.econbiz.de/10009030547
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Tempered stable and tempered infinitely divisible GARCH models
Shin Kim, Young; Rachev, Svetlozar T.; Leonardo … - In: Journal of banking & finance 34 (2010) 9, pp. 2096-2110
Persistent link: https://www.econbiz.de/10008433527