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1. An ACD-ECOGARCH(1,1) Model


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2. MULTIVARIATE ECOGARCH PROCESSES

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3. Mixed effect model for absolute log returns of ultra high frequency data

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4. An Exponential Continuous Time Garch Process

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5. A Fractionally Integrated Ecogarch Process

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6. Statistical Models and Methods for Dependence in Insurance Data

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7. A FRACTIONALLY INTEGRATED ECOGARCH PROCESS

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8. Appl. Stochastic Models Bus. Ind., 2006; 22:243-267

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9. First published in J. Appl. Probab. 44 (4) c○2007 by The Applied Probability Trust AN EXPONENTIAL CONTINUOUS TIME GARCH PROCESS

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10. Dimension reduction based on extreme dependence

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