A Generalized Normal Mean Variance Mixture for Return Processes in Finance
Year of publication: |
2008
|
---|---|
Authors: | Luciano, Elisa ; Semeraro, Patrizia |
Institutions: | Collegio Carlo Alberto, Università degli Studi di Torino |
Subject: | multivariate normal mean variance mixtures | multivariate generalized hyperbolic distributions | Levy processes | multivariate subordinators |
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