A Multivariate Pure Jump Model With Multi Factorial Dependence Structure
Work
Year: 2012
Type: article
Author Roberto Marfè
Institutions Swiss Finance Institute, University of Lausanne
Cites: 32
Cited by: 13
Related to: 10
FWCI: 0.597
Citation percentile (by year/subfield): 91.41
Subfield: Finance
Domain: Social Sciences
Open Access status: closed