Open AccessA Multivariate Jump-Driven Financial Asset Model
Author(s) -
Elisa Luciano,
Wim Schoutens
Publication year - 2005
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.724709
Subject(s) - econometrics , stochastic volatility , multivariate statistics , kurtosis , copula (linguistics) , multivariate normal distribution , economics , volatility (finance) , mathematics , statistics
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