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Claudio Heinrich
ORCID
Publication Activity (10 Years)
Years Active: 2019-2019
Publications (10 Years): 1
Top Topics
Garch Model
Autoregressive
Exponential Smoothing
Moving Average
Top Venues
Math. Comput. Simul.
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Publications
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Claudio Heinrich
,
Mikko S. Pakkanen
,
Almut E. D. Veraart
Hybrid simulation scheme for volatility modulated moving average fields.
Math. Comput. Simul.
166 (2019)