Discussion of "Multivariate generalized hyperbolic laws for modeling financial log‐returns—Empirical and theoretical considerations". (19th September 2020)

Record Type:: Journal Article
Title:: Discussion of "Multivariate generalized hyperbolic laws for modeling financial log‐returns—Empirical and theoretical considerations". (19th September 2020)
Main Title:: Discussion of "Multivariate generalized hyperbolic laws for modeling financial log‐returns—Empirical and theoretical considerations"
Authors:: Sokolov, Vadim
Abstract:
Is Part Of:: Applied stochastic models in business and industry. Volume 36:Number 5(2020)
Journal:: Applied stochastic models in business and industry
Issue:: Volume 36:Number 5(2020)
Issue Display:: Volume 36, Issue 5 (2020)
Year:: 2020
Volume:: 36
Issue:: 5
Issue Sort Value:: 2020-0036-0005-0000
Page Start:: 777
Page End:: 779
Publication Date:: 2020-09-19
Subjects:: Stochastic analysis -- Periodicals
Stochastic processes -- Periodicals
Business mathematics -- Periodicals
Finance -- Mathematical models -- Periodicals
Industrial management -- Mathematical models -- Periodicals
338.00151923
Journal URLs:: http://onlinelibrary.wiley.com/ ↗
DOI:: 10.1002/asmb.2569 ↗
Languages:: English
ISSNs:: 1524-1904
Deposit Type:: Legaldeposit
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗
Physical Locations:: British Library DSC - 1580.062200
British Library DSC - BLDSS-3PM
British Library STI - ELD Digital store
Ingest File:: 14420.xml