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Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators

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Author Info
Elisa Luciano
Patrizia Semeraro

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Abstract

The traditional multivariate Lévy process constructed by subordinating a Brownian motion through a univariate subordinator presents a number of drawbacks, including the lack of independence and a limited range of dependence. In order to face these, we investigate multivariate subordination, with a common and an idiosyncratic component. We introduce generalizations of some well known univariate Lévy processes for financial applications: the multivariate compound Poisson, NIG, Variance Gamma and CGMY. In all these cases the extension is parsimonious, in that one additional parameter only is needed. We characterize first the subordinator, then the time changed processes via their Lévy measure and characteristic exponent. We further study the subordinator association, as well as the subordinated processes linear and non linear dependence. We show that the processes generated with the proposed time change can include independence and that they span the whole range of linear dependence. We provide some examples of simulated trajectories,scatter plots and both linear and non linear dependence measures. The input data for these simulations are calibrated values for major stock indices.

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Publisher Info
Paper provided by Collegio Carlo Alberto in its series Carlo Alberto Notebooks with number 42.

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Length: 38 pages
Date of creation: 2007
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Handle: RePEc:cca:wpaper:42

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Related research
Keywords: Lévy processes; multivariate subordinators; dependence (association; correlation); multivariate asset modelling;

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Find related papers by JEL classification:
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Elisa Luciano & Wim Schoutens, 2006. "A Multivariate Jump-Driven Financial Asset Model," Carlo Alberto Notebooks 29, Collegio Carlo Alberto. [Downloadable!]
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  2. Peter Carr & Helyette Geman, 2002. "The Fine Structure of Asset Returns: An Empirical Investigation," Journal of Business, University of Chicago Press, vol. 75(2), pages 305-332, April. [Downloadable!]
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci, 2007. "Revealed Ambiguity and Its Consequences: Updating," Carlo Alberto Notebooks 44, Collegio Carlo Alberto. [Downloadable!]
  2. Daron Acemoglu & Davide Ticchi & Andrea Vindigni, 2008. "A Theory of Military Dictatorships," Carlo Alberto Notebooks 74, Collegio Carlo Alberto. [Downloadable!]
    Other versions:
  3. Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz, 2007. "Learning and Disagreement in an Uncertain World," Carlo Alberto Notebooks 48, Collegio Carlo Alberto. [Downloadable!]
    Other versions:
  4. Itzhak Gilboa & Fabio Maccheroni & Massimo Marinacci & David Schmeidler, 2008. "Objective and Subjective Rationality in a Multiple Prior Model," Carlo Alberto Notebooks 73, Collegio Carlo Alberto, revised 2008. [Downloadable!]
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