Pages that link to "Item:Q1002568"
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The following pages link to GARCH modelling in continuous time for irregularly spaced time series data (Q1002568):
Displayed 14 items.
- Limit experiments of GARCH (Q408085) (← links)
- V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model (Q434725) (← links)
- Recent results in the theory and applications of CARMA processes (Q457274) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes (Q1019617) (← links)
- Stochastic interest rate volatility modeling with a continuous-time GARCH(1,1) model (Q2349619) (← links)
- Weighted empirical processes in the nonparametric inference for Lévy processes (Q2439206) (← links)
- MULTIVARIATE ECOGARCH PROCESSES (Q3168874) (← links)
- Higher Moments and Prediction‐Based Estimation for the COGARCH(1,1) Model (Q3460651) (← links)
- Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework (Q5049440) (← links)
- Geometric ergodicity of the multivariate COGARCH(1,1) process (Q5086715) (← links)
- Data cloning estimation of GARCH and COGARCH models (Q5220829) (← links)
- Asymmetric COGARCH processes (Q5245621) (← links)
- The continuous limit of weak GARCH (Q5861045) (← links)