The Student Subordinator Model with Dependence for Risky Asset Returns
- Author
- LEONENKO, N. N1 ; PETHERICK, S1 ; SIKORSKII, A2
[1] Cardiff School of Mathematics, Cardiff University, Cardiff, United Kingdom
[2] Department of Statistics and Probability, Michigan State University, East Lansing, Michigan, United States - Conference name
- International Conference Modern Stochastics: Theory and Applications II (Kyiv 2010-09-07)
- Source
Communications in statistics. Theory and methods. 2011, Vol 40, Num 19-21, pp 3509-3523, 15 p ; ref : 3/4 p
- CODEN
- CSTMDC
- ISSN
- 0361-0926
- Scientific domain
- Mathematics
- Publisher
- Taylor & Francis, Philadelphia, PA
- Publication country
- United States
- Document type
- Conference Paper
- Language
- English
- Author keyword
- 60F05 60F99 62M10 Fractal activity time Geometric Brownian motion model Primary 60G10 Risky asset model Secondary 60E99 Student process
- Keyword (fr)
- Donnée financière Fractal Fractale Loi Student Mouvement brownien Méthode statistique Prix 28A80 Cours action
- Keyword (en)
- Financial data Fractal Fractals Student distribution Brownian motion Statistical method Price Stock price
- Keyword (es)
- Datos financieros Fractal Ley Student Movimiento browniano Método estadístico Precio
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02E Mathematical analysis / 001A02E02 Measure and integration
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 24750880
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1080/03610926.2011.581175 
https://dx.doi.org/10.1080/03610926.2011.581175
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