✦ LIBER ✦

A continuous-time GARCH process driven by a L�vy process: stationarity and second-order behaviour

✍ Scribed by Kl�ppelberg, Claudia; Lindner, Alexander; Maller, Ross

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

SDEs Driven by a Time-Changed Lévy Proce

✍ Marjorie Hahn; Kei Kobayashi; Sabir Umarov 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 625 KB

Joint distribution of the process and it

✍ Valentina Cammarota; Aimé Lachal 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 362 KB

Window consensus PCA for multiblock stat

✍ Diana L. S. Ferreira; Sila Kittiwachana; Louise A. Fido; Duncan R. Thompson; Ric 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 912 KB

Effects of a forming process by cold rol

📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 241 KB