The following pages link to Continuous-time GARCH processes (Q997951):
Displaying 21 items.
- Multivariate generalized Ornstein-Uhlenbeck processes (Q424483) (← links)
- Recent results in the theory and applications of CARMA processes (Q457274) (← links)
- Efficiently pricing double barrier derivatives in stochastic volatility models (Q488214) (← links)
- Multivariate COGARCH(1, 1) processes (Q605037) (← links)
- Econometric analysis of jump-driven stochastic volatility models (Q737254) (← links)
- Implementation of Lévy CARMA model in \texttt{yuima} package (Q906147) (← links)
- Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums (Q1951126) (← links)
- Semi-Lévy driven continuous-time GARCH process (Q2141451) (← links)
- Superposition of COGARCH processes (Q2258831) (← links)
- Stochastic interest rate volatility modeling with a continuous-time GARCH(1,1) model (Q2349619) (← links)
- High-frequency sampling of a continuous-time ARMA process (Q2930909) (← links)
- Higher Moments and Prediction‐Based Estimation for the COGARCH(1,1) Model (Q3460651) (← links)
- Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data (Q4903032) (← links)
- Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
- Using COGARCH-Filtered Volatility in Modelling Within ARDL Framework (Q5049440) (← links)
- Moment method estimation of first-order continuous-time bilinear processes (Q5085917) (← links)
- Geometric ergodicity of the multivariate COGARCH(1,1) process (Q5086715) (← links)
- A FINANCIAL MARKET OF A STOCHASTIC DELAY EQUATION (Q5242401) (← links)
- Aspects of prediction (Q5245624) (← links)
- (Q5493557) (← links)
- Some computational aspects of Gaussian CARMA modelling (Q5962746) (← links)
