Henshaw, Kira; Constantinescu, Corina; Menoukeu Pamen, … - In: Risks : open access journal 8 (2020) 1/17, pp. 1-28
bereavement processes allow for suggestion of variability in the significance of short-term dependence between couples in … population wide volatility parameter in the Ornstein-Uhlenbeck bereavement process gives rise to a significant non …