A normal inverse Gaussian model for a risky asset with dependenceLEONENKO, N. N; PETHERICK, S; SIKORSKII, A et al.Statistics & probability letters. 2012, Vol 82, Num 1, pp 109-115, issn 0167-7152, 7 p.Article

Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic DistributionsLEONENKO, N. N; PETHERICK, S; SIKORSKII, A et al.Stochastic analysis and applications. 2012, Vol 30, Num 3, pp 476-492, issn 0736-2994, 17 p.Article

The Student Subordinator Model with Dependence for Risky Asset ReturnsLEONENKO, N. N; PETHERICK, S; SIKORSKII, A et al.Communications in statistics. Theory and methods. 2011, Vol 40, Num 19-21, pp 3509-3523, issn 0361-0926, 15 p.Conference Paper