Realistic statistical modelling of financial data

International Statistical Review

Volumn 68, Issue 3, 2000, Pages 233-258

  Rydberg, Tina Hviid ^a  

^a BNP PARIBAS   (France)

Author keywords

Aggregational gaussianity; Asymmetry symmetry; Continuous time models; Discrete time models; Fat tails; High frequency data; Pricing derivatives; Quasi long range dependence; Seasonality; Serial correlation; Volatility clustering

Indexed keywords

EID: 0034336786     PISSN: 03067734     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1751-5823.2000.tb00329.x     Document Type: Article

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