Editorial: long-memory models in mathematical finance

Bibliographic Details
Authors: Sottinen, Tommi, Alòs, Elisa, Azmoodeh, Ehsan, Nunno, Giulia Di
Format: article
Status:Published version
Publication Date:2021
Country:España
Institution:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
Repository:Recercat. Dipósit de la Recerca de Catalunya
OAI Identifier:oai:recercat.cat:10230/57195
Online Access:http://hdl.handle.net/10230/57195
http://dx.doi.org/10.3389/fams.2021.705429
Access Level:Open access
Keyword:mathematical finance
long-range dependence
long-memory
stochastic processes
stochastic analysis
heavy tails
Description
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