AAU Student Projects - visit Aalborg University's student projects portal
A master's thesis from Aalborg University
Book cover


Time-Changed Brownian Motions and Copulas: Estimation, Inference, and Applications

Author

Term

4. term

Education

Mathematics-Economics, Master

Publication year

2020

Pages

111

Keywords

Copula ; Brownian motion ; realised variance

Documents

Download
View record in AAU Student Projects