Department of Economics and Business Economics

Assessing Gamma kernels and BSS/LSS processes

Publication: ResearchWorking paper

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This paper reviews the roles of gamma type kernels in the theory and modelling for Brownian and Lévy semistationary processes. Applications to financial econometrics and the physics of turbulence are
pointed out.
Original languageEnglish
Place of PublicationAarhus
PublisherInstitut for Økonomi, Aarhus Universitet
Number of pages15
StatePublished - 6 Apr 2016
SeriesCREATES Research Papers
Number2016-09

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