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- Person:315675 (section Research outcomes over time)Cholesky GARCH model with time dependent coefficients 2018-05-29 Paper On Time-Varying Amplitude HGARCH Mode 2018-03-19 Paper Continuous-time GARCH process...10 bytes (16 words) - 00:17, 11 December 2023
- Person:6100206 (section Research outcomes over time)Paper Semi-Levy driven continuous-time GARCH process 2018-12-27 Paper Continuous-time GARCH process driven by semi-L\'evy process 2018-03-02 Paper Modeling...10 bytes (16 words) - 09:43, 5 September 2024
- Person:171539 (section Research outcomes over time)Distributional Properties and Moments of GARCH(p, q)–Processes 2009-11-27 Paper Continuous Time Approximations to GARCH and Stochastic Volatility Models 2009-11-27...10 bytes (19 words) - 12:02, 8 December 2023
- Person:458104 (section Research outcomes over time)2014-09-30 Paper MULTIVARIATE ECOGARCH PROCESSES 2011-04-27 Paper An Exponential Continuous-Time GARCH Process 2008-03-07 Paper Method of moment estimation...10 bytes (17 words) - 02:20, 25 September 2023
- Person:235911 (section Research outcomes over time)limit theorem for the multivariate MS-ARMA-GARCH model 2015-05-19 Paper Continuous Time Approximations to GARCH(1, 1)-Family Models and Their Limiting Properties...10 bytes (16 words) - 18:03, 9 December 2023
- Person:202876 (section Research outcomes over time)Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data 2006-10-04 Paper A Note on Non-Negative Continuous Time Processes 2006-06-19 Paper...10 bytes (18 words) - 03:42, 9 December 2023
- Person:257477 (section Research outcomes over time)periodic time-varying bilinear– GARCH models 2022-06-10 Paper Evolutionary transfer functions solution for continuous–time bilinear stochastic processes with...10 bytes (16 words) - 22:12, 9 December 2023
- Person:188351 (section Research outcomes over time)the linear process bootstrap 2011-11-26 Paper TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain 2011-09-14...10 bytes (18 words) - 19:37, 8 December 2023
- Person:428573 (section Research outcomes over time)reflected process 2009-05-06 Paper Small-time versions of Strassen's law for Lévy processes 2009-03-20 Paper GARCH modelling in continuous time for irregularly...10 bytes (18 words) - 13:53, 10 December 2023
- Person:241364 (section Research outcomes over time)level-1 limit order book with time dependent arrival rates 2020-01-13 Paper Pricing European options in a discrete time model for the limit order book...10 bytes (17 words) - 17:55, 9 December 2023
- Person:234255 (section Research outcomes over time)PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS 2011-10-24 Paper Default Times in a Continuous-Time Markovian Regime Switching...10 bytes (19 words) - 15:53, 9 December 2023
- Person:254502 (section Research outcomes over time)Poisson shot noise processes -- with applications to finance 2005-08-05 Paper A continuous-time GARCH process driven by a Lévy process: stationarity and...10 bytes (17 words) - 22:04, 9 December 2023
- Person:452031 (section Research outcomes over time)application to waiting time analysis in the continuous time random walk scenario 2017-02-09 Paper Time-changed Ornstein–Uhlenbeck process 2015-04-17 Paper Comment...10 bytes (16 words) - 22:59, 11 December 2023
- Person:951190 (section Research outcomes over time)Paper The finite-time ruin probability of a risk model with a general counting process and stochastic return 2022-06-09 Paper A discrete-time risk model with...10 bytes (18 words) - 15:10, 10 December 2023
- Person:993797 (section Research outcomes over time)2008-01-09 Paper Continuous-time GARCH processes 2007-08-08 Paper Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes 2006-11-06 Paper...10 bytes (19 words) - 19:43, 9 December 2023
- Person:378399 (section Research outcomes over time)Z_2^n$-graded Lie supergroups 2018-04-10 Paper Continuous-time GARCH process driven by semi-L\'evy process 2018-03-02 Paper A Novel Supergeometric Generalization...10 bytes (17 words) - 15:01, 11 December 2023
- Person:291622 (section Research outcomes over time)constant conditional correlation GARCH model 2022-06-08 Paper Specification and testing of multiplicative time-varying GARCH models with applications 2022-06-07...10 bytes (17 words) - 15:07, 10 December 2023
- Person:202877 (section Research outcomes over time)OF A SIMPLE STATIONARY BILINEAR PROCESS 1983-01-01 Paper A note on a delayed autoregressive process in continuous time 1983-01-01 Paper A NOTE ON A MARKOV...10 bytes (17 words) - 04:21, 9 December 2023
- Person:318010 (section Research outcomes over time)integer-valued GARCH models for time series of bounded counts with extra-binomial variation 2022-07-05 Paper A class of max-INAR(1) processes with explanatory...10 bytes (17 words) - 00:51, 11 December 2023
- Person:328779 (section Research outcomes over time)regularly varying time series and applications to cluster inference 2023-06-19 Paper Self-normalized partial sums of heavy-tailed time series 2023-03-30...10 bytes (16 words) - 09:22, 11 December 2023
