Pages that link to "Item:Q4678736"
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The following pages link to Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization (Q4678736):
Displaying 10 items.
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- Long run behaviour of the autocovariance function of ARCH(\(\infty\)) models (Q429271) (← links)
- Long memory in a linear stochastic Volterra differential equation (Q536288) (← links)
- Binary market models with memory (Q871007) (← links)
- Bubbles and crashes in a Black-Scholes model with delay (Q1936825) (← links)
- Linear filtering of systems with memory and application to finance (Q2498195) (← links)
- Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522) (← links)
- Prediction of Fractional Brownian Motion-Type Processes (Q3446964) (← links)
- A Vasicek-Type Short Rate Model With Memory Effect (Q3459230) (← links)
- Representation theorems in finite prediction, with applications (Q6117935) (← links)
