Abstract
After some general remarks about the relationship between probability and statistics, a discussion is given of closely similar, key features of empirical data from finance and from turbulence, and this is followed by an account of recent work on stochastic modelling incorporating those features.
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Barndorff-Nielsen, O.E. (1998). Probability and Statistics: Self-Decomposability, Finance and Turbulence. In: Accardi, L., Heyde, C.C. (eds) Probability Towards 2000. Lecture Notes in Statistics, vol 128. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2224-8_3
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DOI: https://doi.org/10.1007/978-1-4612-2224-8_3
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