Parametric estimation of a bivariate stable Lévy process
Work
Year: 2011
Type: article
Source: Journal of Multivariate Analysis
Authors Habib Esmaeili, Claudia Klüppelberg
Institution Technical University of Munich
Cites: 18
Cited by: 21
Related to: 10
FWCI: 2.346
Citation percentile (by year/subfield): 85.33
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze