Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091, Petherick, Stuart and Taufer, E. 2013. Multifractal models via products of geometric OU-processes: Review and applications. Physica A: Statistical Mechanics and its Applications 392 (1) , pp. 7-16. 10.1016/j.physa.2012.08.013 |
Leonenko, Nikolai N., Petherick, Stuart Gary and Sikorskii, A. 2012. A normal inverse Gaussian model for risky asset returns. Statistics & Probability Letters 82 (1) , pp. 109-115. 10.1016/j.spi2011.09.007 |
Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091, Petherick, Stuart Gary and Sikorskii, A. 2012. Fractal activity time models for risky asset with dependence and generalized hyperbolic distributions. Stochastic Analysis and Applications 30 (3) , pp. 476-492. 10.1080/07362994.2012.668443 |
Leonenko, Nikolai N., Petherick, Stuart Gary and Sikorskii, A. 2011. The student subordinator model with dependence for risky asset returns. Communications in Statistics - Theory and Methods 40 (19-20) , pp. 3509-3523. 10.1080/03610926.2011.581175 |
Petherick, Stuart Gary 2011. Fractal activity time risky asset models with dependence. PhD Thesis, Cardiff University. |