Alexander Lindner

1. A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour
   2004/08/31 by Claudia Klüppelberg, Alexander Lindner, Ross Maller · 11 citations
   Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Stochastic processes and financial applications #Complex Systems and Time Series Analysis
2. A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
   2012/06/14 by Serge Cohen, Cohen, Serge, Alexander Lindner +1 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
3. On exponential functionals of Levy processes
   2013/01/15 by Anita Behme, Behme, Anita, Alexander Lindner +1 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Random Matrices and Applications