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Assessing Gamma kernels and BSS/LSS processes

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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
Publication statusPublished - 6 Apr 2016
SeriesCREATES Research Papers
Number2016-09

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