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Issue DateTitleAuthor(s)
5-Jul-2016On the conditional small ball property of multivariate Lévy-driven moving average processesPakkanen, MS; Sottinen, T; Yazigi, A;
27-Sep-2016Arbitrage without borrowing or short selling?Lukkarinen, J; Pakkanen, MS;
Mar-2019The local fractional bootstrapBennedsen, M; Hounyo, U; Lunde, A; Pakkanen, MS;
30-Jan-2021Decoupling the short- and long-term behavior of stochastic volatilityBennedsen, M; Lunde, A; Pakkanen, MS;