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 Lithuanian Mathematical Journal | 2008-09-24 | Paper |
| \(\mathrm{GARCH}(1,1)\) process can have arbitrarily heavy power tails Lithuanian Mathematical Journal | 2008-02-18 | Paper |
| Random coefficient \(\text{GARCH}(1,1)\) model with i.i.d. coefficients. Lithuanian Mathematical Journal | 2005-08-09 | Paper |
Research outcomes over time
This page was built for person: A. Klivečka
