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20182023
most citedLeader Cultural Intelligence and Organizational Performance

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math.PR2018

Semi-Levy driven continuous-time GARCH process

M. Mohammadi, S. Rezakhah, N. Modarresi

We study the class of semi-Levy driven continuous-time GARCH, denoted by SLD-COGARCH, process. The statistical properties of this process are characterized. We show that the state…