Pages that link to "Item:Q3646961"

The following pages link to Extremes of Stochastic Volatility Models (Q3646961):

Displaying 21 items.

• Functional weak convergence of partial maxima processes (Q262528) (← links)
• A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
• Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
• Towards estimating extremal serial dependence via the bootstrapped extremogram (Q528029) (← links)
• Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
• Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
• Weak convergence of the function-indexed integrated periodogram for infinite variance processes (Q627284) (← links)
• Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
• Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← links)
• Some properties of stochastic volatility model that are induced by its volatility sequence (Q1731258) (← links)
• Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
• A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations (Q2077454) (← links)
• Financial risk measures for a network of individual agents holding portfolios of light-tailed objects (Q2274222) (← links)
• The integrated periodogram of a dependent extremal event sequence (Q2347460) (← links)
• Stochastic volatility models with possible extremal clustering (Q2435218) (← links)
• Measures of serial extremal dependence and their estimation (Q2447645) (← links)
• A Fourier analysis of extreme events (Q2448713) (← links)
• Large Deviations for Point Processes Based on Stationary Sequences with Heavy Tails (Q3550986) (← links)
• Almost sure limit theorems for the maxima of stochastic volatility models (Q5086638) (← links)
• TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
• General inverse problems for regular variation (Q5245627) (← links)