Superposition of COGARCH processes (Q2258831)

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Superposition of COGARCH processes
scientific article

    Statements

    title
    Superposition of COGARCH processes (English)
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    author
    Anita Behme
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    Carsten Chong
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    Claudia Klüppelberg
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    publication date
    27 February 2015
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    zbMATH Keywords
    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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    cites work
    Q5495335
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    Q3224998
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    Q4343010
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    Q5436605
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    Q4778955
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    Q2774021
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    Q5493557
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    Q4435813
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    Q4937701
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    Q4445977
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    Q3747436
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    Identifiers

    Mathematics Subject Classification ID
    60G10
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    60G51
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    60G57
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    60H10
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    60H05
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    91G80
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    zbMATH DE Number
    6409044
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    OpenAlex ID
    W2086385027
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    arXiv ID
    1305.2296
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