Pages that link to "Item:Q1296598"

The following pages link to Extremes of stochastic volatility models (Q1296598):

Displaying 9 items.

• The extremogram: a correlogram for extreme events (Q605880) (← links)
• Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
• The extremal index for GARCH(1,1) processes (Q907366) (← links)
• Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes (Q2103984) (← links)
• Stochastic volatility models with possible extremal clustering (Q2435218) (← links)
• Tail behavior of random products and stochastic exponentials (Q2476883) (← links)
• Extreme value theory for moving average processes with light-tailed innovations (Q2565927) (← links)
• Least tail-trimmed squares for infinite variance autoregressions (Q2852489) (← links)
• Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)