Modeling financial asset returns with shot noise processes

Mathematical and Computer Modelling

Volumn 29, Issue 10-12, 1999, Pages 17-21

  Chobanov, G ^a  

^a UNIVERSITY OF SOFIA   (Bulgaria)

Author keywords

Financial asset returns; Highly volatile behavior; Modeling; Probilistic distribution of returns; Shot noise processes

Indexed keywords

EID: 0033133980     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0895-7177(99)00089-8     Document Type: Article

References (11)

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