Pages that link to "Item:Q5861045"
From MaRDI portal
The following pages link to The continuous limit of weak GARCH (Q5861045):
Displaying 6 items.
- Reconsidering the continuous time limit of the GARCH(1,1) process (Q1973432) (← links)
- Temporal aggregation and systematic sampling for INGARCH processes (Q2123259) (← links)
- Limit theory for moderate deviation from integrated GARCH processes (Q2322613) (← links)
- Estimating weak GARCH representations (Q2716484) (← links)
- (Q2888086) (← links)
- Tail risk monotonicity in GARCH(1,1) models (Q6644186) (← links)