Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models (Q3111058): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:50, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models |
scientific article |
Statements
Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models (English)
0 references
17 January 2012
0 references
infinitely divisible process
0 references
mixed moving average process
0 references
Lévy basis
0 references
independently scattered random measure
0 references
stochastic integral
0 references
multivariate regular variation
0 references
supOU process
0 references
stochastic volatility model
0 references
tail behavior
0 references
