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Number of items: 4.

Paper

Klüppelberg, Claudia; Lindner, Alexander M.; 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; Lindner, Alexander M.; Maller, R. A. (2005): Continuous time volatility modelling: COGARCH versus Ornstein-Uhlenbeck models. Collaborative Research Center 386, Discussion Paper 426 [PDF, 387kB]

Klüppelberg, Claudia; Lindner, Alexander M.; 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]

Klüppelberg, Claudia; Maller, R. A.; Van De Vyver, M.; Wee, D. (2001): Testing for Reduction to Random Walk in Autoregressive Conditional Heteroskedasticity Models. Collaborative Research Center 386, Discussion Paper 266 [PDF, 376kB]

This list was generated on Sun Jul 31 09:23:27 2016 CEST.