//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"GARCH"
~subject:"Zeitreihenanalyse"
~person:"Straub, German"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Levy process"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
GARCH
Zeitreihenanalyse
FICOGARCH
1
Lévy process
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Time series analysis
1
Volatility
1
Volatilität
1
fractional subordinator
1
fractionally integrated COGARCH
1
long-range dependence
1
stationarity
1
stochastic volatility modeling
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Straub, German
Grothe, Oliver
2
Klüppelberg, Claudia
2
Ornthanalai, Chayawat
2
Ari, Yakup
1
Benth, Fred Espen
1
Bernal, M. T. Rodríguez
1
Brockwell, Peter J.
1
Cai, Zongwu
1
Cui, Kaijie
1
Dong, Chaohua
1
Gao, Jiti
1
Gu, Wentao
1
Haug, Stephan
1
Kappus, Johanna
1
Lindner, Alexander
1
Marín, J. Miguel
1
Mittnik, Stefan
1
Müller, Gernot
1
Reiß, Markus
1
Romero, Eva
1
Sviščuk, Anatolij
1
Vos, Linda
1
Wang, XiaoHu
1
Xu, Baolin
1
Yener, Serkan
1
Yu, Jun
1
Zheng, Jing
1
Zitelli, G. L.
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Fractionally integrated COGARCH processes
Haug, Stephan
;
Klüppelberg, Claudia
;
Straub, German
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
4
,
pp. 599-628
Persistent link: https://www.econbiz.de/10011988000
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->