Pages that link to "Item:Q5448745"
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The following pages link to An Exponential Continuous-Time GARCH Process (Q5448745):
Displaying 10 items.
- V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model (Q434725) (← links)
- GARCH with omitted persistent covariate (Q485597) (← links)
- First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes (Q1019617) (← links)
- Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums (Q1951126) (← links)
- Volatility activity: specification and estimation (Q2512607) (← links)
- High-frequency sampling of a continuous-time ARMA process (Q2930909) (← links)
- MULTIVARIATE ECOGARCH PROCESSES (Q3168874) (← links)
- Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data (Q4903032) (← links)
- Volatility asymmetry in functional threshold GARCH model (Q5111779) (← links)
- On the exponential process associated with a CARMA-type process (Q5410808) (← links)