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 CMay 15, 2018 at 17:57
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$\begingroup$ No one else knows any papers? $\endgroup$– Alex CMay 16, 2018 at 18:39
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