A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour (Q4667987): Difference between revisions

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-Ross A. Maller
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+Dynamic models of long-memory processes driven by Lévy noise
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes
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+Lévy processes, polynomials and martingales
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