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I'm looking for relevant papers covering subordinator models for stock price modelling. I have alreay read the paper 'A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices' by Peter Clark (https://www.jstor.org/stable/1913889?seq=1#page_scan_tab_contents)

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  • $\begingroup$ A more recent paper along this line is H. Geman: Order flow, transaction clock, and normality of asset returns, JF Dec. 2002. $\endgroup$ – Alex C May 15 '18 at 17:57
  • $\begingroup$ No one else knows any papers? $\endgroup$ – Alex C May 16 '18 at 18:39

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