Type of Publication: Article in Journal

What is the best Lévy model for stock indices? A comparative study with a view to time consistency

Author(s):
Massing, T.
Title of Journal:
Financial Markets and Portfolio Management
Volume (Publication Date):
33 (2019)
Number of Issue:
3
pages:
277-344
Digital Object Identifier (DOI):
doi:10.1007/s11408-019-00335-2
Citation:
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