Quantile clocks
Work
Year: 2011
Type: article
Abstract: Quantile clocks are defined as convolutions of subordinators $L$, with quantile functions of positive random variables. We show that quantile clocks can be chosen to be strictly increasing and continu... more
Authors Lancelot F. James, Zhiyuan Zhang
Institutions Shanghai University of Finance and Economics, Hong Kong University of Science and Technology, University of Hong Kong
Cites: 48
Cited by: 9
Related to: 10
FWCI: 0.88
Citation percentile (by year/subfield): 82.7
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: bronze