Department of Economics and Business Economics

You are here: » Assessing Gamma kernels and BSS/LSS processes

Assessing Gamma kernels and BSS/LSS processes

Research output: Working paper/Preprint › Working paper › Research

Documents

  • rp16_09

    Final published version, 506 KB, PDF document

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

See relations at Aarhus University Citationformats

Download statistics

No data available

ID: 98907135