John A. Daniels

Available identifiers

Publication	Date of Publication	Type
Exponential growth in the solution of an affine stochastic differential equation with an average functional and financial market bubbles	2015-03-02	Paper
Exact Pathwise and Mean--Square Asymptotic Behaviour of Stochastic Affine Volterra and Functional Differential Equations	2013-10-09	Paper
Long Memory and Financial Market Bubble Dynamics in Affine Stochastic Differential Equations with Average Functionals	2013-10-09	Paper
Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to \(\mathrm{ARCH}(\infty)\) processes	2013-07-25	Paper
On the Admissibility of Linear Stochastic Volterra Operators	2012-10-22	Paper
Long run behaviour of the autocovariance function of ARCH(\(\infty\)) models	2012-06-19	Paper

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