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- Title:
Tail behavior of multivariate Lévy-driven mixed moving average processes and supOU stochastic volatility models
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Moser, M. and Stelzer, R.
- Journal title:
- Advances in Applied Probability
- Year:
- 2011
- Journal volume:
- 43
- Journal issue:
- 4
- Pages contribution:
- 1109-1135
- Reviewed:
- ja
- Language:
- en
- Fulltext / DOI:
- doi:10.1239/aap/1324045701
- Status:
- Erstveröffentlichung
- Semester:
- SS 10
- Format:
- Text
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