Work

Modelling by Lévy Processess for Financial Econometrics

Year: 2001

Type: book-chapter

Source: Birkhäuser Boston eBooks

DOI: 10.1007/978-1-4612-0197-7_13

Authors: Ole E. Barndorff-Nielsen, Neil Shephard

Institutions: Aarhus University, University of Oxford

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1968167063

FWCI: 14.69

Cites: 80

Cited by: 152

Related to: 10