Pages that link to "Item:Q5171930"
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The following pages link to Continuous Time Approximations to GARCH(1, 1)-Family Models and Their Limiting Properties (Q5171930):
Displaying 5 items.
- Reconsidering the continuous time limit of the GARCH(1,1) process (Q1973432) (← links)
- Limit theory for moderate deviation from integrated GARCH processes (Q2322613) (← links)
- Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters (Q2493561) (← links)
- (Q2888086) (← links)
- Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models (Q2996569) (← links)