Work

Exponential stock models driven by tempered stable processes

Year: 2014

Type: article

Source: Journal of Econometrics

DOI: 10.1016/j.jeconom.2014.02.008

Authors: Uwe Küchler, Stefan Tappe

Institutions: Humboldt-Universität zu Berlin, Leibniz University Hannover

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2086940795

FWCI: 3.451

Cites: 38

Cited by: 19

Related to: 10