Pages that link to "Item:Q4355166"
From MaRDI portal
The following pages link to Weak convergence and distributional assumptions for a general class of nonliner arch models (Q4355166):
Displaying 8 items.
- Non-Gaussian GARCH option pricing models and their diffusion limits (Q320097) (← links)
- Making a start with the stit logic analysis of intentional action (Q652741) (← links)
- Approximating volatility diffusions with CEV-ARCH models (Q956536) (← links)
- An algorithm for nonparametric GARCH modelling. (Q1852883) (← links)
- Reconsidering the continuous time limit of the GARCH(1,1) process (Q1973432) (← links)
- From tick data to semimartingales (Q2240473) (← links)
- WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS (Q5349012) (← links)
- Approximations for the distribution of perpetuities with small discount rates (Q6079113) (← links)
