Non-Gaussian OU Based Models and Some of their Uses in Financial Economics and Modelling by Levy Processes for Financial Econometrics.
Year of publication: |
2000
|
---|---|
Authors: | Barndorff-Nielsen, O.E. ; Shepard, N. |
Institutions: | Economics Group, Nuffield College, University of Oxford |
Subject: | ECONOMETRICS | FINANCIAL MARKET |
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