K. Bartkiewicz
Finance · 2009
A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 6 citations into it
Whom K. Bartkiewicz trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Thomas Mikosch
- S. Gouëzel
- Sean P. Meyn
- Michel Ledoux
- Richard A. Davis
- Bojan Basrak
- D. Straumann
- C. Starica
- Michel Talagrand
- Richard L. Tweedie
Papers from K. Bartkiewicz's perspective
Ordered by how strongly the researchers K. Bartkiewicz trusts endorse each paper. Same corpus, a different order for every researcher.
- An Introduction to Probability Theory and Its Applications
- Regular variation of GARCH processes
- Mixing: Properties and Examples
- Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
- Markov Chains and Stochastic Stability
- Probabilistic Properties of Stochastic Volatility Models
- Regularly varying multivariate time series
- Estimation in Conditionally Heteroscedastic Time Series Models
- Estimation in Conditionally Herteroscedastic Time Series Models
- Stochastic Volatility: Selected Readings
Their papers
- Stable limits for sums of dependent infinite variance random variables (2009) — 78 citations