Editorial : Long-Memory Models in Mathematical Finance

Tietueen suppeat tiedot
annif.suggestionstime-series analysis|stochastic processes|time series|mathematical models|mathematical statistics|volatility (societal properties)|mathematics|finance|economic models|probability calculation|enen
annif.suggestions.linkshttp://www.yso.fi/onto/yso/p22747|http://www.yso.fi/onto/yso/p11400|http://www.yso.fi/onto/yso/p12290|http://www.yso.fi/onto/yso/p11401|http://www.yso.fi/onto/yso/p3590|http://www.yso.fi/onto/yso/p10771|http://www.yso.fi/onto/yso/p3160|http://www.yso.fi/onto/yso/p1406|http://www.yso.fi/onto/yso/p15699|http://www.yso.fi/onto/yso/p4746en
dc.contributor.authorSottinen, Tommi
dc.contributor.authorAlòs, Elisa
dc.contributor.authorAzmoodeh, Ehsan
dc.contributor.authorDi Nunno, Giulia
dc.contributor.departmentfi=Ei tutkimusalustaa|en=No platform|-
dc.contributor.facultyfi=Tekniikan ja innovaatiojohtamisen yksikkö|en=School of Technology and Innovations|-
dc.contributor.orcidhttps://orcid.org/0000-0002-9983-9708-
dc.contributor.organizationfi=Vaasan yliopisto|en=University of Vaasa|
dc.date.accessioned2022-03-28T07:19:39Z
dc.date.accessioned2025-06-25T13:27:37Z
dc.date.available2022-03-28T07:19:39Z
dc.date.issued2021-05-31
dc.description.notification© 2021 Sottinen, Alòs, Azmoodeh and Di Nunno. This is an open-access article distributed under the terms of the Creative Commons Attribution License (CC BY). The use, distribution or reproduction in other forums is permitted, provided the original author(s) and the copyright owner(s) are credited and that the original publication in this journal is cited, in accordance with accepted academic practice. No use, distribution or reproduction is permitted which does not comply with these terms.-
dc.description.reviewstatusfi=vertaisarvioimaton|en=nonPeerReviewed|-
dc.format.bitstreamtrue
dc.format.contentfi=kokoteksti|en=fulltext|-
dc.format.extent2-
dc.identifier.olddbid15707
dc.identifier.oldhandle10024/13721
dc.identifier.urihttps://osuva.uwasa.fi/handle/11111/2139
dc.identifier.urnURN:NBN:fi-fe2022032825516-
dc.language.isoeng-
dc.publisherFrontiers Media-
dc.relation.doi10.3389/fams.2021.705429-
dc.relation.ispartofjournalFrontiers in Applied Mathematics and Statistics-
dc.relation.issn2297-4687-
dc.relation.urlhttps://doi.org/10.3389/fams.2021.705429-
dc.relation.volume7-
dc.rightsCC BY 4.0-
dc.source.identifierWOS:000659487600001-
dc.source.identifierScopus: 85107840781-
dc.source.identifierhttps://osuva.uwasa.fi/handle/10024/13721
dc.subjectheavy tails-
dc.subjectlong-memory-
dc.subjectlong-range dependence-
dc.subjectmathematical finance-
dc.subjectstochastic analysis-
dc.subject.disciplinefi=Matematiikka|en=Mathematics|-
dc.subject.ysostochastic processes-
dc.titleEditorial : Long-Memory Models in Mathematical Finance-
dc.type.okmfi=B1 Kirjoitus tieteellisessä aikakauslehdessä|en=B1 Non-refereed journal article|sv=B1 Inlägg i en vetenskaplig tidskrift|-
dc.type.publicationarticle-
dc.type.versionpublishedVersion-

Tiedostot

Näytetään 1 - 1 / 1
Name:
Osuva_Sottinen_Alòs_Azmoodeh_Di Nunno_2021.pdf
Size:
509.44 KB
Format:
Adobe Portable Document Format
Description:
Artikkeli
Lataa

Kokoelmat

Artikkelit