A. Klivečka
From MaRDI portal
Person:946793
Available identifiers
zbMath Open klivecka.aMaRDI QIDQ946793
List of research outcomes
 | This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| Publication | Date of Publication | Type |
|---|---|---|
| On the tvGARCH(1,1) model: existence, CLT, and tail index | 2008-09-24 | Paper |
| \(\mathrm{GARCH}(1,1)\) process can have arbitrarily heavy power tails | 2008-02-18 | Paper |
| Random coefficient \(\text{GARCH}(1,1)\) model with i.i.d. coefficients. | 2005-08-09 | Paper |
Research outcomes over time
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