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~isPartOf:"Econometric reviews"
~person:"Fabozzi, Frank J."
~person:"Feng, Dingan"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
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Fabozzi, Frank J.
Feng, Dingan
McAleer, Michael
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Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
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Time-deformation modeling of stock returns directed by duration processes
Feng, Dingan
;
Song, Peter X.-K.
;
Wirjanto, Tony S.
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 480-511
Persistent link: https://www.econbiz.de/10011373264
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