Integration of CARMA processes and spot volatility modelling (Q2852488): Difference between revisions

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+https://doi.org/10.1111/jtsa.12011
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+W1854900910
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+The Distribution of Realized Exchange Rate Volatility
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+Modeling and Forecasting Realized Volatility
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+Realized Volatility
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+Lévy-driven CARMA processes
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+Representations of continuous-time ARMA processes
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+Existence and uniqueness of stationary Lévy-driven CARMA processes
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+Multivariate CARMA processes
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+Econometric analysis of jump-driven stochastic volatility models
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