A. Klivečka
From MaRDI portal
Person:946793
Available identifiers
zbMath Open klivecka.aMaRDI QIDQ946793
List of research outcomes
| 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
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: A. Klivečka
