What is the best Lévy model for stock indices? A comparative study with a view to time consistency
Crossref DOI link: https://doi.org/10.1007/s11408-019-00335-2
Published Online: 2019-09-07
Published Print: 2019-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Massing, Till http://orcid.org/0000-0002-8158-4030
Text and Data Mining valid from 2019-09-01
Version of Record valid from 2019-09-01
Article History
First Online: 7 September 2019