Pages that link to "Item:Q1001841"
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The following pages link to COGARCH as a continuous-time limit of GARCH(1,1) (Q1001841):
Displaying 5 items.
- Limit experiments of GARCH (Q408085) (← links)
- V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model (Q434725) (← links)
- GARCH modelling in continuous time for irregularly spaced time series data (Q1002568) (← links)
- Higher Moments and Prediction‐Based Estimation for the COGARCH(1,1) Model (Q3460651) (← links)
- The continuous limit of weak GARCH (Q5861045) (← links)
