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Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances
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- Journal:
- Advances in Applied Probability / Volume 44 / Issue 4 / December 2012
- Published online by Cambridge University Press:
- 04 January 2016, pp. 1113-1141
- Print publication:
- December 2012
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Point process convergence of stochastic volatility processes with application to sample autocorrelation
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- Journal:
- Journal of Applied Probability / Volume 38 / Issue A / 2001
- Published online by Cambridge University Press:
- 14 July 2016, pp. 93-104
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- 2001
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