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Search: subject:"nonlinear functions"
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Stochastic volatility
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long memory
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nonlinear functions of Gaussian processes
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combinatorics
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graphs
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matrices
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nonlinear functions
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Fon-der-Flaass, D.
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Robinson, Peter M
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Robinson, Peter M.
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van Dam, Edwin Robert
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London School of Economics (LSE)
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Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
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Tilburg University, School of Economics and Management
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The memory of stochastic volatility models
Robinson, Peter M.
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London School of Economics (LSE)
-
2001
Persistent link: https://www.econbiz.de/10010746529
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2
The Memory of Stochastic Volatility Models
Robinson, Peter M
-
Suntory and Toyota International Centres for Economics …
-
2001
autovariances of time series generated by nonlinear transformation of Gaussian latent variates, and
nonlinear
functions
of these …
Persistent link: https://www.econbiz.de/10005670798
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3
Codes, Graphs and Schemes from
Nonlinear
Functions
van Dam, Edwin Robert
;
Fon-der-Flaass, D.
-
Tilburg University, School of Economics and Management
-
2000
AMS classifications: 05E30; 05B20; 94B05
Persistent link: https://www.econbiz.de/10011086883
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