Point process convergence of stochastic volatility processeswith application to sample autocorrelations

28 Citationer (Scopus)

Abstract

Udgivelsesdato: 2001

Originalsprog	Engelsk
Tidsskrift	Journal of Applied Probability
Vol/bind	38A
Sider (fra-til)	93--104
ISSN	0021-9002
Status	Udgivet - 2001

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title = "Point process convergence of stochastic volatility processeswith application to sample autocorrelations",

abstract = "Udgivelsesdato: 2001",

author = "Mikosch, {Thomas Valentin} and Davis, {Richard A.}",

year = "2001",

language = "English",

volume = "38A",

pages = "93----104",

journal = "Journal of Applied Probability",

issn = "0021-9002",

publisher = "Applied Probability Trust",

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TY - JOUR

T1 - Point process convergence of stochastic volatility processeswith application to sample autocorrelations

AU - Mikosch, Thomas Valentin

AU - Davis, Richard A.

PY - 2001

Y1 - 2001

N2 - Udgivelsesdato: 2001

AB - Udgivelsesdato: 2001

M3 - Journal article

SN - 0021-9002

VL - 38A

SP - 93

EP - 104

JO - Journal of Applied Probability

JF - Journal of Applied Probability

ER -