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scientific article; zbMATH DE number 5066273
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| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 5066273 |
Statements
23 October 2006
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COGARCH
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continuous time GARCH
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generalised Ornstein-Uhlenbeck process
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Lévy process
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self-decomposable distribution
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stochastic volatility model
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tail behaviour
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0.8368288
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0.82627255
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0.8071891
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0.7930304
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0.7860973
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0.7794242
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