Scaling of Lévy–Student processes
Year of publication: |
2010
|
---|---|
Authors: | Grothe, Oliver ; Schmidt, Rafael |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 389.2010, 7, p. 1455-1463
|
Publisher: |
Elsevier |
Subject: | Student’s t-distributions | Lévy processes | Convolutions | High-frequency asset returns |
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