Pages that link to "Item:Q1002568"
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The following pages link to GARCH modelling in continuous time for irregularly spaced time series data (Q1002568):
Displayed 5 items.
- Limit experiments of GARCH (Q408085) (← links)
- V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model (Q434725) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes (Q1019617) (← links)
- MULTIVARIATE ECOGARCH PROCESSES (Q3168874) (← links)