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A UNIFYING APPROACH TO FRACTIONAL LÉVY PROCESSES
11 references·1 citing·45 second hop
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References

  • 1968Fractional Brownian Motions, Fractional Noises and Applications7,658 cited
  • 2002The Fine Structure of Asset Returns: An Empirical Investigation1,725 cited
  • 1954An Empirical Investigation of Self-Attitudes1,696 cited
  • 1999Essentials of Stochastic Finance543 cited
  • 2006Fractional Lévy processes with an application to long memory moving average processes140 cited
  • 2005Student processes107 cited
  • 2010The Symbol Associated with the Solution of a Stochastic Differential Equation77 cited
  • 2003Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models73 cited
  • 2009Lévy driven moving averages and semimartingales53 cited
  • 2010Finite variation of fractional Levy processes37 cited
  • 2011Finite Variation of Fractional Lévy Processes26 cited

Cited by

  • 2014A Law of Large Numbers for the Power Variation of Fractional Lévy Processes15 cited

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