Pages that link to "Item:Q5438539"
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The following pages link to Processes with volatility‐induced stationarity: an application for interest rates (Q5438539):
Displaying 4 items.
- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
- Stochastic square of the Brennan-Schwartz diffusion process: statistical computation and application (Q2195941) (← links)
- UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH (Q5357391) (← links)
- CONVERGENCE RATES OF SUMS OF <i>α</i>-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES (Q5357399) (← links)
