OpenAlex
Series Representations for Multivariate Time-Changed Lévy Models
Work
Year: 2015
Type: article
Source: Methodology And Computing In Applied Probability
Author Vladimir Panov
Institution National Research University Higher School of Economics
Cites: 46
Cited by: 3
Related to: 10
FWCI: 0.383
Citation percentile (by year/subfield): 72.1
Topic: Financial Risk and Volatility Modeling
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed