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1. Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes


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2. The multivariate supOU stochastic volatility model

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3. Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy processes

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4. Some aspects of Levy copulas


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5. Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Levy-processes


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6. Multivariate supOU processes


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7. Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy-Processes


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8. Some aspects of Lévy copulas


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9. Multivariate supOU processes


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10. Time Change, Volatility, and Turbulence


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