Semi-Lévy driven continuous-time GARCH process (Q2141451)
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scientific article; zbMATH DE number 7531566
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-Lévy driven continuous-time GARCH process |
scientific article; zbMATH DE number 7531566 |
Statements
Semi-Lévy driven continuous-time GARCH process (English)
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25 May 2022
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continuous-time GARCH process
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periodically correlated process
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semi-Lévy process
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stochastic volatility
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