ORCA
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Leonenko, Nikolai N.  ORCID: https://orcid.org/0000-0003-1932-4091, Petherick, Stuart and Taufer, E.
2013.
Multifractal models via products of geometric OU-processes: Review and applications.
Physica A: Statistical Mechanics and its Applications
392
(1)
, pp. 7-16.
10.1016/j.physa.2012.08.013
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| Leonenko, Nikolai N., Petherick, Stuart Gary and Sikorskii, A. 2012. A normal inverse Gaussian model for risky asset returns. Statistics & Probability Letters 82 (1) , pp. 109-115. 10.1016/j.spi2011.09.007 |
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Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091, Petherick, Stuart Gary and Sikorskii, A.
2012.
Fractal activity time models for risky asset with dependence and generalized hyperbolic distributions.
Stochastic Analysis and Applications
30
(3)
, pp. 476-492.
10.1080/07362994.2012.668443
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| Leonenko, Nikolai N., Petherick, Stuart Gary and Sikorskii, A. 2011. The student subordinator model with dependence for risky asset returns. Communications in Statistics - Theory and Methods 40 (19-20) , pp. 3509-3523. 10.1080/03610926.2011.581175 |
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| Petherick, Stuart Gary 2011. Fractal activity time risky asset models with dependence. PhD Thesis, Cardiff University. |
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