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Limit theorems for long memory stochastic volatility models with
  infinite variance: Partial Sums and Sample Covariances
v1v2 (latest)

Limit theorems for long memory stochastic volatility models with infinite variance: Partial Sums and Sample Covariances

24 September 2011
Rafal Kulik
P. Soulier
ArXiv (abs)PDFHTML

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
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
Heavy tailed time series with extremal independence
Rafal Kulik
P. Soulier
114
45
0
05 Jul 2013
1