Work

Identification and properties of real harmonizable fractional Levy motions

Year: 2000

Type: article

Source: OpenGrey (Institut de l'Information Scientifique et Technique)

Authors: Benassi, Albert, Cohen, Serge, Istas, Jacques, Toulouse-3 Univ., 31 (France). Lab. de Statistiques et Probabilites, Centre National de la Recherche Scientifique (CNRS), 31 - Toulouse (France). Lab. de Statistiques et Probabilites

Institutions: Université Blaise Pascal, Université Toulouse III - Paul Sabatier, Université Pierre Mendès France

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2004635381

FWCI: 1.646

Cites:

Cited by: 55

Related to: 10