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Rejoinder to “Multivariate generalized hyperbolic laws for modeling financial log returns: Empirical and theoretical considerations”

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  • Stergios B. Fotopoulos
  • Alex Paparas
  • Venkata K. Jandhyala

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  • Stergios B. Fotopoulos & Alex Paparas & Venkata K. Jandhyala, 2020. "Rejoinder to “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 780-782, September.
    • Handle: RePEc:wly:apsmbi:v:36:y:2020:i:5:p:780-782
    DOI: 10.1002/asmb.2576
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    References listed on IDEAS

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    1. Jean‐Michel Courtault & Yuri Kabanov & Bernard Bru & Pierre Crépel & Isabelle Lebon & Arnaud Le Marchand, 2000. "Louis Bachelier on the Centenary of Théorie de la Spéculation," Mathematical Finance, Wiley Blackwell, vol. 10(3), pages 339-353, July.
    2. Murad S. Taqqu, 2001. "Bachelier and his times: A conversation with Bernard Bru," Finance and Stochastics, Springer, vol. 5(1), pages 3-32.
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