The Variance Gamma (Vg) Model With Long Range Dependence: A Model For Financial Data Incorporating Long Range Dependence In Squared Returns

Finlay, Richard; Finlay, Richard

ISBN 10: 3639208722 ISBN 13: 9783639208726
Published by Vdm Verlag Dr. Müller, 2009
Language: English
Condition: New Soft cover

Sold by Revaluation Books, Exeter, United Kingdom

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New - Soft cover

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