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The correlogram of a long memory process plus a simple noise
Granger, C. W. J.; Mármol, Francesc - 1997
Persistent link: https://www.econbiz.de/10000978188
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Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.; Trevor, Robert G. - 1997
Persistent link: https://www.econbiz.de/10000978436
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Forecasting variance using stochastic volatility and GARCH
Hansson, Björn A.; Hördahl, Peter - 1998
Persistent link: https://www.econbiz.de/10000981021
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Preise und Handelsvolumina auf Finanzmärkten : eine empirische Überprüfung d. Mischungsverteilungshypothese
Liesenfeld, Roman - 1998
Persistent link: https://www.econbiz.de/10000982152
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The power-series algorithm : a numerical approach to Markov processes
Hout, Wilbert B. van den - 1996
Persistent link: https://www.econbiz.de/10000970880
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Multifractality of Deutschemark US dollar exchange rates
Fisher, Adlai; Calvet, Laurent E.; Mandelbrot, Benoît B. - 1997
Persistent link: https://www.econbiz.de/10000974392
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Stochastic common trends and long-run relationships in heterogeneous panels
Hall, Stephen G.; Urga, Giovanni - 1995
Persistent link: https://www.econbiz.de/10000918740
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Canonical decomposition of linear transformations of two independent Brownian motions
Föllmer, Hans; Wu, Ching-Tang; Yor, Marc - 1998
Persistent link: https://www.econbiz.de/10000993120
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Testing for the presence of a random walk in series with structural breaks
Busetti, Fabio; Harvey, Andrew C. - 1998
Persistent link: https://www.econbiz.de/10000997040