Limit theorems for long memory stochastic volatility models with infinite variance: Partial Sums and Sample Covariances.
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 0001-8678 |
| Author | Kulik, Rafal, Soulier, Philippe |
| Maintainer | CCSD |
| Last Updated | May 23, 2026, 21:40 (UTC) |
| Created | May 23, 2026, 21:40 (UTC) |
| Identifier | hal-00626271 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Departement of Mathematics and Statistics [Ottawa, University of Ottawa] ; University of Ottawa [Ottawa] |
| creator | Kulik, Rafal |
| date | 2012-05-23T00:00:00 |
| harvest_object_id | ab7d2742-4fa2-4c48-b65f-a745b699d983 |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2025-02-08T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/arxiv/1109.5298 |
| set_spec | type:ART |