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Asymmetric COGARCH processes
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Related contextAuthorshipAuthorshipAuthorshipTopic signalTopic signalTopic signalAsymmetric COGARCH processesWAsymmetric COGARCH processespreprint / 2014Anita BehmeAAnita BehmeResearcherClaudia KlüppelbergAClaudia KlüppelbergResearcherKathrin MayrAKathrin MayrResearchermath.PRTmath.PR7239 worksmath.STTmath.ST3384 worksStatistics TheoryTStatistics Theory3281 works
Paper6 links

Asymmetric COGARCH processes

preprint / 2014