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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