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Search: subject:"stochastic recurrence equations"
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Volatility
stochastic recurrence equations
13
Stochastischer Prozess
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invertibility
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stationarity
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generalized autoregressive score models
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generalized autoregressive score (GAS) models
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Stationarity and ergodicity regions for score driven dynamic correlation models
Blasques, Francisco
;
Lucas, André
;
Silde, Erkki
-
2013
Persistent link: https://www.econbiz.de/10010191374
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Discrete sums of geometric Brownian motions, annuities and Asian options
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 19-37
Persistent link: https://www.econbiz.de/10011597130
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