Point process convergence of stochastic volatility processes with application to sample autocorrelation (Q3147830): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 10:53, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Point process convergence of stochastic volatility processes with application to sample autocorrelation |
scientific article |
Statements
Point process convergence of stochastic volatility processes with application to sample autocorrelation (English)
0 references
15 October 2003
0 references
vague convergence
0 references
regular variation
0 references
mixing condition
0 references
financial time series
0 references
