Logo
DeutschClear Cookie - decide language by browser settings
Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | Date
Jump to: Paper
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 [PDF, 550kB]

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 [PDF, 387kB]

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 [PDF, 557kB]

Lindner, Alexander M. and Szimayer, Alexander (2005): A Limit Theorem for Copulas. Collaborative Research Center 386, Discussion Paper 433 [PDF, 251kB]

Barndorff-Nielsen, Ole Eiler and Lindner, Alexander M. (2004): Some aspects of Lévy copulas. Collaborative Research Center 386, Discussion Paper 388 [PDF, 454kB]

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 [PDF, 673kB]

This list was generated on Thu Dec 18 00:15:23 2014 CET.