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Discussion of “Multivariate generalized hyperbolic laws for modeling financial log‐returns—Empirical and theoretical considerations”

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  • Vadim Sokolov

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  • Vadim Sokolov, 2020. "Discussion of “Multivariate generalized hyperbolic laws for modeling financial log‐returns—Empirical and theoretical considerations”," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 36(5), pages 777-779, September.
    • Handle: RePEc:wly:apsmbi:v:36:y:2020:i:5:p:777-779
    DOI: 10.1002/asmb.2569
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    References listed on IDEAS

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    1. Matthew F. Dixon & Nicholas G. Polson & Vadim O. Sokolov, 2019. "Deep learning for spatio‐temporal modeling: Dynamic traffic flows and high frequency trading," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 35(3), pages 788-807, May.
    2. Samir P. Warty & Hedibert F. Lopes & Nicholas G. Polson, 2018. "Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 34(4), pages 460-479, July.
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