Information flow dependence in financial markets
Year of publication: |
2020
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Authors: | Michaelsen, Markus |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 23.2020, 5, p. 1-34
|
Subject: | Lévy processes | Lévy copulas | dependence modeling | weak multivariate subordination | variance gamma | simulated likelihood | Multivariate Verteilung | Multivariate distribution | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Finanzmarkt | Financial market | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Simulation |
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