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1109.5298
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Limit theorems for long memory stochastic volatility models with infinite variance: Partial Sums and Sample Covariances
24 September 2011
Rafal Kulik
P. Soulier
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ArXiv (abs)
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Papers citing
"Limit theorems for long memory stochastic volatility models with infinite variance: Partial Sums and Sample Covariances"
2 / 2 papers shown
Title
A unified approach to self-normalized block sampling
Shuyang Bai
M. Taqqu
Ting Zhang
86
16
0
02 Dec 2015
Heavy tailed time series with extremal independence
Rafal Kulik
P. Soulier
114
45
0
05 Jul 2013
1