Pages that link to "Item:Q5427673"

The following pages link to Method of moment estimation in the COGARCH(1,1) model (Q5427673):

Displaying 14 items.

• V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model (Q434725) (← links)
• Recent results in the theory and applications of CARMA processes (Q457274) (← links)
• Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
• Multivariate COGARCH(1, 1) processes (Q605037) (← links)
• GARCH modelling in continuous time for irregularly spaced time series data (Q1002568) (← links)
• Semi-Lévy driven continuous-time GARCH process (Q2141451) (← links)
• Geometric ergodicity of affine processes on cones (Q2182630) (← links)
• On the limiting distribution of sample central moments (Q2304250) (← links)
• Stochastic interest rate volatility modeling with a continuous-time GARCH(1,1) model (Q2349619) (← links)
• A high-low based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns (Q2430251) (← links)
• Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models (Q3019508) (← links)
• Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data (Q4903032) (← links)
• Asymmetric COGARCH processes (Q5245621) (← links)
• Aspects of prediction (Q5245624) (← links)