Modelling by Levy processes for financial econometrics
Publication information:
Barndorff-Nielsen, Ole E., and Neil Shephard. 2001. “Modelling by Levy Processes for Financial Econometrics”. In Theory and Application , (edited by Ole E. Barndordd-Neilsen, Thomas Mikosch and Sid Resnick), 283-318. New York: Birkhauser.