has been cited by the following article(s):
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[1]
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Diagnostic for Volatility and Local Influence Analysis for the Vasicek Model
Journal of Risk and Financial Management,
2025
DOI:10.3390/jrfm18020063
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[2]
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On the Generalized Inverse Gaussian Volatility in the Continuous Ho–Lee Model
Computation,
2025
DOI:10.3390/computation13040100
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[3]
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Discriminating Gaussian processes via quadratic form statistics
Chaos: An Interdisciplinary Journal of Nonlinear Science,
2021
DOI:10.1063/5.0044878
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[4]
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Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling
Resources Policy,
2021
DOI:10.1016/j.resourpol.2021.102308
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