Superposition of COGARCH processes (Q2258831)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Superposition of COGARCH processes |
scientific article |
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Superposition of COGARCH processes (English)
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27 February 2015
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COGARCH processes
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superpositions
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stationarity
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infinite divisibility
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Lévy bases
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Lévy processes
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random measures
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stochastic volatility process
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