A class of continuous-time garch-type processes (Q4238142)
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scientific article; zbMATH DE number 1275708
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A class of continuous-time garch-type processes |
scientific article; zbMATH DE number 1275708 |
Statements
A class of continuous-time garch-type processes (English)
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29 September 1999
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GARCH and Lévy processes
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past dependence
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stationary increments
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0.836768627166748
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0.8351190686225891
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0.8050918579101562
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0.798231840133667
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