OpenAlex
Log-fractional stable processes
Work
Year: 1988
Type: article
Source: Stochastic Processes and their Applications
Authors Yuji Kasahara, Makoto Maejima, Wim Vervaat
Institutions University of Tsukuba, Keio University, Radboud University Nijmegen
Cites: 10
Cited by: 24
Related to: 10
FWCI: 3.665
Citation percentile (by year/subfield): 87.21
Topic: Financial Risk and Volatility Modeling
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: closed