Browsing All of EconStor by Author Lindner, Alexander M.
Showing results 1 to 9 of 9
Year of Publication | Title | Author(s) |
2003 | Extremal behavior of finite EGARCH processes | Lindner, Alexander M.; Meyer, Katharina M. M. |
2003 | Stationarity and second order behaviour of discrete and continuous time GARCH(1,1) processes | Klüppelberg, Claudia; Lindner, Alexander M.; Maller, Ross |
2004 | Some aspects of Levy copulas | Barndorff-Nielsen, Ole Eiler; Lindner, Alexander M. |
2005 | A limit theorem for copulas | Lindner, Alexander M.; Szimayer, Alexander |
2005 | Extreme value theory for moving average processes with light-tailed innovations | Klüppelberg, Claudia; Lindner, Alexander M. |
2005 | A continuous time GARCH process of higher order | Brockwell, Peter J.; Chadraa, Erdenebaatar; Lindner, Alexander M. |
2005 | Continuous time volatility modelling: COGARCH versus Ornstein-Uhlenbeck models | Klüppelberg, Claudia; Lindner, Alexander M.; Maller, Ross |
2005 | Extremal behavior of stochastic volatility models | Fasen, Vicky; Klüppelberg, Claudia; Lindner, Alexander M. |
2005 | A continuous time GARCH process driven by a Levy process: stationarity and second order behaviour | Klüppelberg, Claudia; Lindner, Alexander M.; Maller, Ross |