Pages that link to "Item:Q2813080"

The following pages link to Modeling the Variance Risk Premium of Equity Indices: The Role of Dependence and Contagion (Q2813080):

Displaying 3 items.

• Geometric ergodicity of affine processes on cones (Q2182630) (← links)
• A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)
• Geometric ergodicity of the multivariate COGARCH(1,1) process (Q5086715) (← links)