The following pages link to (Q3511642):
Displaying 17 items.
- Limit experiments of GARCH (Q408085) (← links)
- Multi-scaling of moments in stochastic volatility models (Q492947) (← links)
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- On strong solutions for positive definite jump diffusions (Q554460) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- Extremes of Lévy driven mixed MA processes with convolution equivalent distributions (Q626294) (← links)
- A stable Cox-Ingersoll-Ross model with restart (Q739517) (← links)
- Convolution equivalence and distributions of random sums (Q946482) (← links)
- Continuous-time GARCH processes (Q997951) (← links)
- A continuous-state polynomial branching process (Q2274288) (← links)
- Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (Q2347462) (← links)
- The continuous-time limit of score-driven volatility models (Q2658765) (← links)
- (Q4654873) (← links)
- Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data (Q4903032) (← links)
- Almost sure limit theorems for the maxima of stochastic volatility models (Q5086638) (← links)
- Geometric ergodicity of the multivariate COGARCH(1,1) process (Q5086715) (← links)
- Extremes of autoregressive threshold processes (Q5320659) (← links)
