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HURST, SIMON
Li, Wai Keung
3
Zhu, Ke
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Subordinated Market Index Models: A Comparison
HURST, SIMON
;
PLATEN, ECKHARD
;
RACHEV, SVETLOZAR
- In:
Asia-Pacific Financial Markets
4
(
1997
)
2
,
pp. 97-124
The paper compares various processes subordinated to the Wiener process to model the
leptokurtic
characteristics of …
Persistent link: https://www.econbiz.de/10005727088
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