Probabilistic Properties of Stochastic Volatility Models (Q3646957)

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Probabilistic Properties of Stochastic Volatility Models
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    title
    Probabilistic Properties of Stochastic Volatility Models (English)
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    author
    Richard A. Davis
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    Thomas Mikosch
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    publication date
    27 November 2009
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    Mathematics Subject Classification ID
    62P05
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    62M10
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    91G70
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    91B84
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    zbMATH DE Number
    5640038
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    zbMATH Keywords
    GARCH models
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    mixing
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    covariances
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