Multivariate tempered stable model with long-range dependence and time-varying volatility
2015 ◽
Vol 1
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2007 ◽
Vol 34
(2)
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pp. 360-367
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2005 ◽
Vol 346
(3-4)
◽
pp. 577-588
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2008 ◽
Vol 38
(1)
◽
pp. 293-307
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2012 ◽
Vol 19
(10)
◽
pp. 953-957
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2011 ◽
Vol 4
(8)
◽
pp. 345-348
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