4.3 Article

Do financial returns have finite or infinite variance? A paradox and an explanation

Related references

Note: Only part of the references are listed.
Article Mathematics, Interdisciplinary Applications

Finiteness of Variance Is Irrelevant in the Practice of Quantitative Finance

Nassim Nicholas Taleb

COMPLEXITY (2009)

Article Business, Finance

Stochastic volatility for Levy processes

P Carr et al.

MATHEMATICAL FINANCE (2003)

Article Business

The fine structure of asset returns: An empirical investigation

P Carr et al.

JOURNAL OF BUSINESS (2002)

Article Mathematics, Applied

Local prelimit theorems and their applications to finance

LB Klebanov et al.

APPLIED MATHEMATICS LETTERS (2000)