vix.ing · top · new · best · stats · spec

N. Modarresi

  1. Structure of continuous-time ARMA process driven by semi-Levy measure
    2016/10/05 by N. Modarresi, Modarresi, N., Saeid Rezakhah +3 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #60E07 #60G18 #60G51 #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Statistical Methods and Inference #Stochastic processes and financial applications