A bivariate infinitely divisible law for modeling the...

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A bivariate infinitely divisible law for modeling the magnitude and duration of monotone periods of log-returns

Barreto-Souza, Wagner, Silva, Rodrigo B.
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Language:
english
Journal:
Statistica Neerlandica
DOI:
10.1111/stan.12166
Date:
November, 2018
File:
PDF, 830 KB
english, 2018
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