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Number of items: 6.

Paper

Klüppelberg, Claudia and Lindner, Alexander M. and Maller, R. A. (2005): A Continuous Time GARCH Process Driven by a Lévy Process: Stationarity and Second Order Behaviour. Collaborative Research Center 386, Discussion Paper 425

Klüppelberg, Claudia and Lindner, Alexander M. and Maller, R. A. (2005): Continuous time volatility modelling: COGARCH versus Ornstein-Uhlenbeck models. Collaborative Research Center 386, Discussion Paper 426

Brockwell, Peter J. and Chadraa, Erdenebaatar and Lindner, Alexander M. (2005): A Continuous Time GARCH Process of Higher Order. Collaborative Research Center 386, Discussion Paper 428

Lindner, Alexander M. and Szimayer, Alexander (2005): A Limit Theorem for Copulas. Collaborative Research Center 386, Discussion Paper 433

Barndorff-Nielsen, Ole Eiler and Lindner, Alexander M. (2004): Some aspects of Lévy copulas. Collaborative Research Center 386, Discussion Paper 388

Klüppelberg, Claudia and Lindner, Alexander M. and Maller, R. A. (2003): Stationarity and second order behaviour of discrete and continuous time GARCH(1,1) processes. Collaborative Research Center 386, Discussion Paper 337

This list was generated on Tue Apr 22 23:21:46 2014 CEST.