Pages that link to "Item:Q605037"
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The following pages link to Multivariate COGARCH(1, 1) processes (Q605037):
Displaying 11 items.
- Recent results in the theory and applications of CARMA processes (Q457274) (← links)
- On strong solutions for positive definite jump diffusions (Q554460) (← links)
- Cholesky-GARCH models with applications to finance (Q693317) (← links)
- Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations (Q1944672) (← links)
- FIRE SALES FORENSICS: MEASURING ENDOGENOUS RISK (Q2831004) (← links)
- RUNNING FOR THE EXIT: DISTRESSED SELLING AND ENDOGENOUS CORRELATION IN FINANCIAL MARKETS (Q2851561) (← links)
- LOST IN CONTAGION? BUILDING A LIQUIDATION INDEX FROM COVARIANCE DYNAMICS (Q2970316) (← links)
- MULTIVARIATE ECOGARCH PROCESSES (Q3168874) (← links)
- Higher Moments and Prediction‐Based Estimation for the COGARCH(1,1) Model (Q3460651) (← links)
- Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
- Geometric ergodicity of the multivariate COGARCH(1,1) process (Q5086715) (← links)
