Pages that link to "Item:Q3460651"

The following pages link to Higher Moments and Prediction‐Based Estimation for the COGARCH(1,1) Model (Q3460651):

Displaying 2 items.

• Geometric ergodicity of the multivariate COGARCH(1,1) process (Q5086715) (← links)
• Asymmetric COGARCH processes (Q5245621) (← links)